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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AAR Corp. (AIR) - NYSE Next Earnings Date: OS Estimate: July 16, 2024 AC
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 2.9
Avg Daily Volume: 438,936    Market Cap: 2.27B
Sector: Industrial Goods    Short Interest: 3.89
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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, 2024 AC 3.0 $63.92 @$65.00 $5.62
($63.92)
8.65% -8.88% O -5.94% I $60.12 $5.72
( $60.12 )
1.78%
March 21, 2023 AC 3.0 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 22, 2022 AC 3.3 $46.89 @$45.00
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

 
 
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