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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AAR Corp. (AIR) - NYSE Next Earnings Date: Estimated on Sept. 22, 2026
OS Projected Window: Aug. 24, 2026 to Aug. 29, 2026
EVR: 3.5
Avg Daily Volume: 451,524    Market Cap: 5.8B
Sector: Industrials    Short Interest: 3.31
Live Interactive Chart
Days to Next Earnings: 36 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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
July 21, 2026 AC 3.6 $141.40 @$140.00 $19.40
($141.40)
13.86% -11.51% I -9.75% I $127.60 $18.10
( $127.60 )
-6.7%
March 24, 2026 AC 3.4 $107.81 @$110.00 $12.80
($107.81)
11.64% 14.06% O 9.93% I $118.52 $12.95
( $118.52 )
1.17%
Jan. 6, 2026 AC 3.3 $89.46 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Sept. 23, 2025 AC 3.4 $78.35 @$80.00
July 16, 2025 AC 3.1 $74.88 @$75.00
March 27, 2025 AC 2.6 $68.35 @$70.00
Jan. 7, 2025 AC 2.4 $61.75 @$60.00
May 16, 2024 AC 2.7 $72.10 @$70.00
March 21, 2024 AC 2.7 $63.92 @$65.00
Dec. 21, 2023 AC 2.6 $70.79 @$70.00

 
 
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