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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
American Electric Power Company (AEP) - NASDAQ Next Earnings Date: OS Estimate: July 30, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 1.3
Avg Daily Volume: 3,713,276    Market Cap: 71.6B
Sector: Utilities    Short Interest: 3.4
Live Interactive Chart
Days to Next Earnings: 66 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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
May 5, 2026 BO 1.2 $134.66 @$135.00 $5.38
($134.66)
3.99% 3.54% I 1.76% I $137.04 $4.78
( $137.04 )
-11.15%
Feb. 12, 2026 BO 1.2 $122.25 @$120.00 $4.65
($122.25)
3.88% 5.45% O 3.41% I $126.43 $7.35
( $126.43 )
58.06%
Oct. 29, 2025 BO 1.0 $115.11 @$115.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 30, 2025 BO 0.9 $109.22 @$110.00
May 6, 2025 BO 1.0 $107.44 @$105.00
Feb. 13, 2025 BO 1.0 $102.35 @$100.00
Nov. 6, 2024 BO 0.9 $100.40 @$100.00
July 30, 2024 BO 1.0 $97.07 @$97.50
April 30, 2024 BO 1.0 $86.67 @$87.50
Feb. 27, 2024 BO 0.9 $80.77 @$80.00

 
 
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