Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AMN Healthcare Services Inc (AMN) - NYSE Next Earnings Date: Estimated on May 9, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 4.0
Avg Daily Volume: 853,802    Market Cap: 2.16B
Sector: None    Short Interest: 14.16
Live Interactive Chart
Days to Next Earnings: 14 Days
Implied Move Monthly: 12.56%       Expires on: May 17, 2024

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 29
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 9, 2024 AC None $0.00 @$55.00 $7.10
($56.51)
12.56% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 15, 2024 AC 3.6 $77.63 @$80.00 $8.68
($77.63)
10.85% -21.19% O -20.53% O $61.69 $18.60
( $61.69 )
114.29%
Nov. 2, 2023 AC 3.6 $72.75 @$75.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 AC 3.5 $101.68 @$100.00
May 4, 2023 AC 3.5 $85.10 @$85.00
Feb. 16, 2023 AC 3.8 $97.49 @$95.00
Nov. 3, 2022 AC 3.7 $124.09 @$125.00
Aug. 4, 2022 AC 3.5 $108.24 @$110.00
May 5, 2022 AC 3.6 $93.36 @$95.00
Feb. 17, 2022 AC 3.4 $93.29 @$95.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US