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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AAR Corp. (AIR) - NYSE Next Earnings Date: Estimated on July 20, 2023
OS Projected Window: July 10, 2023 to July 15, 2023
EVR: 3.0
Avg Daily Volume: 180,910    Market Cap: 1.88B
Sector: Industrial Goods    Short Interest: 3.27
Live Interactive Chart
Days to Next Earnings: 49 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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 21, 2023 AC None $52.62 @$55.00 $3.92
($52.62)
7.13% 8.05% O 5.01% I $55.26 $4.57
( $55.26 )
16.58%
July 21, 2022 BO 3.2 $45.02 @$45.00 $3.70
($45.02)
8.22% -9.9% O -3.3% I $43.53 $4.38
( $43.53 )
18.38%
March 22, 2022 AC 3.3 $46.89 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 21, 2021 AC 3.5 $37.15 @$35.00
Sept. 23, 2021 AC 3.7 $33.24 @$35.00
July 20, 2021 AC 4.1 $36.30 @$35.00
March 23, 2021 AC 4.0 $39.98 @$40.00
Dec. 17, 2020 AC 4.2 $34.63 @$35.00
Sept. 24, 2020 AC 4.0 $17.83 @$17.50
July 21, 2020 AC 4.0 $19.17 @$20.00

 
 
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