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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ameren Corporation (AEE) - NYSE Next Earnings Date: N/A
EVR: 0.8
Avg Daily Volume: 1,178,016    Market Cap: 19.37B
Sector: Utilities    Short Interest: 2.09
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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
Earnings Date 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 Close Price Straddle @Trade Price Return
Nov. 5, 2020 BO $83.45 @$85.00 $4.08
($83.45)
4.8% -2.27% I $82.47 $4.02
( $82.47 )
-1.47%
Aug. 7, 2020 BO $81.06 @$80.00 $3.08
($81.06)
3.85% -2.12% I $82.18 $5.15
( $82.18 )
67.21%
May 12, 2020 BO $70.83 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 26, 2020 BO $83.56 @$85.00
Nov. 8, 2019 BO $74.63 @$75.00
Aug. 2, 2019 BO $76.64 @$75.00
May 9, 2019 BO $71.36 @$70.00
Feb. 14, 2019 BO $70.06 @$70.00
Oct. 31, 2018 BO $65.00 @$65.00
Feb. 16, 2018 BO $56.26 @$55.00

 
 
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