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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Amedisys Inc (AMED) - NASDAQ Next Earnings Date: OS Estimate: July 31, 2024 AC
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 2.9
Avg Daily Volume: 259,141    Market Cap: 3.05B
Sector: Healthcare    Short Interest: 11.2
Live Interactive Chart
Days to Next Earnings: 96 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
April 24, 2024 AC None $91.05 @$90.00 $4.28
($91.05)
4.76% -0.86% I 0.12% I $91.16 $3.83
( $91.16 )
-10.51%
May 3, 2023 AC 3.1 $78.63 @$80.00 $8.10
($78.63)
10.12% -6.53% I 2.34% I $80.47 $5.10
( $80.47 )
-37.04%
Feb. 15, 2023 AC None $96.87 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2022 AC 3.1 $128.16 @$130.00
April 27, 2022 AC 2.8 $128.50 @$130.00
Feb. 23, 2022 AC 2.7 $134.90 @$135.00
Nov. 2, 2021 AC 2.9 $173.43 @$175.00
Aug. 4, 2021 AC 2.3 $256.27 @$260.00
April 28, 2021 AC 2.5 $284.98 @$280.00
Feb. 24, 2021 AC 2.6 $281.61 @$280.00

 
 
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