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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AAR Corp. (AIR) - NYSE Next Earnings Date: OS Estimate: Dec. 17, 2020 AC
OS Projected Window: Dec. 16, 2020 to Dec. 21, 2020
EVR: 4.2
Avg Daily Volume: 300,630    Market Cap: 1.04B
Sector: Industrial Goods    Short Interest: 5.22
Live Interactive Chart
Days to Next Earnings: 14 Days
Implied Move Weekly: 11.78%       Expires on: Dec. 18, 2020

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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
Dec. 17, 2020 AC $0.00 @$30.00 $3.80
($32.25)
11.78% -None% I $0.00 $0.00
( N/A )
None%
Sept. 24, 2020 AC $17.83 @$17.50 $2.98
($17.83)
17.03% 13.46% I $19.55 $2.90
( $19.55 )
-2.68%
July 21, 2020 AC $19.17 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 24, 2020 AC $15.26 @$15.00
Dec. 19, 2019 AC $45.67 @$45.00
Sept. 25, 2019 AC $45.32 @$45.00
July 10, 2019 AC $39.21 @$40.00
March 19, 2019 AC $35.10 @$35.00
Dec. 18, 2018 AC $42.36 @$40.00
Sept. 25, 2018 AC $46.03 @$45.00

 
 
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