Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ameren Corporation (AEE) - NYSE Next Earnings Date: OS Estimate: Feb. 15, 2024 BO
OS Projected Window: Feb. 12, 2024 to Feb. 17, 2024
EVR: 0.7
Avg Daily Volume: 1,710,000    Market Cap: 20.76B
Sector: Utilities    Short Interest: 2.09
Live Interactive Chart
Days to Next Earnings: 73 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Nov. 9, 2023 BO 0.6 $77.59 @$80.00 $2.95
($77.59)
3.69% -2.5% I -1.92% I $76.10 $4.65
( $76.10 )
57.63%
Aug. 3, 2023 BO 0.6 $84.39 @$85.00 $2.80
($84.39)
3.29% -2.68% I -1.74% I $82.92 $2.88
( $82.92 )
2.86%
May 5, 2023 BO 0.7 $89.75 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 16, 2023 BO 0.7 $85.83 @$85.00
Nov. 4, 2022 BO 0.7 $81.14 @$80.00
Aug. 5, 2022 BO 0.8 $91.59 @$90.00
May 6, 2022 BO 0.8 $93.25 @$95.00
Feb. 18, 2022 BO 0.8 $84.51 @$85.00
Nov. 4, 2021 BO 0.9 $84.19 @$85.00
Aug. 6, 2021 BO 0.9 $86.13 @$85.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US