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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
American Electric Power Company (AEP) - NASDAQ Next Earnings Date: OS Estimate: April 29, 2026 BO
OS Projected Window: April 27, 2026 to May 2, 2026
EVR: 1.2
Avg Daily Volume: 3,542,922    Market Cap: 66.1B
Sector: Utilities    Short Interest: 4.11
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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
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 $5.25
($115.11)
4.57% 6.67% O 6.08% O $122.11 $8.28
( $122.11 )
57.71%
July 30, 2025 BO 0.9 $109.22 @$110.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 2, 2023 BO 0.8 $76.48 @$77.50

 
 
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