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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Amgen Inc. (AMGN) - NASDAQ Next Earnings Date: May 2, 2024 AC
EVR: 1.8
Avg Daily Volume: 2,532,143    Market Cap: 144.09B
Sector: Healthcare    Short Interest: 2.06
Live Interactive Chart
Days to Next Earnings: 13 Days
Implied Move Weekly: 5.96%       Expires on: May 3, 2024
Implied Move Monthly: 7.16%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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
May 2, 2024 AC None $0.00 @$265.00 $18.82
($262.75)
7.16% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 6, 2024 AC 1.7 $316.07 @$315.00 $15.95
($316.07)
5.06% -6.58% O -6.39% O $295.87 $20.68
( $295.87 )
29.66%
Oct. 31, 2023 BO 1.6 $263.19 @$262.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 AC 1.6 $230.70 @$230.00
April 27, 2023 AC 1.7 $240.34 @$240.00
Jan. 31, 2023 AC 1.7 $252.40 @$252.50
Nov. 3, 2022 AC 1.8 $265.88 @$265.00
Aug. 4, 2022 AC 2.0 $246.98 @$247.50
April 27, 2022 AC 1.9 $248.79 @$250.00
Feb. 7, 2022 AC 1.7 $223.53 @$222.50

 
 
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