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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
American Eagle Outfitters (AEO) - NYSE Next Earnings Date: Estimated on May 22, 2024
OS Projected Window: May 27, 2024 to June 1, 2024
EVR: 4.2
Avg Daily Volume: 4,811,836    Market Cap: 5.08B
Sector: Services    Short Interest: 16.11
Live Interactive Chart
Days to Next Earnings: 33 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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
March 7, 2024 BO 4.2 $23.45 @$23.50 $3.23
($23.45)
13.74% 12.75% I -1.91% I $23.00 $1.28
( $23.00 )
-60.37%
Nov. 21, 2023 BO 3.9 $19.75 @$19.50 $2.28
($19.75)
11.69% -19.39% O -15.79% O $16.63 $3.00
( $16.63 )
31.58%
Sept. 6, 2023 AC 4.0 $17.20 @$17.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 24, 2023 AC 3.9 $12.07 @$12.00
March 1, 2023 AC 4.0 $14.13 @$14.00
Nov. 22, 2022 BO 3.6 $13.00 @$13.00
Sept. 7, 2022 AC 3.5 $11.59 @$11.50
May 26, 2022 AC 3.5 $14.02 @$14.00
March 2, 2022 AC 3.2 $21.33 @$21.50
Nov. 23, 2021 BO 3.2 $27.46 @$27.50

 
 
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