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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ameresco (AMRC) - NYSE Next Earnings Date: Estimated on Nov. 2, 2026
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 8.8
Avg Daily Volume: 659,139    Market Cap: 1.3B
Sector: Industrials    Short Interest: 9.4
Live Interactive Chart
Days to Next Earnings: 52 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
Aug. 3, 2026 AC 8.2 $22.73 @$22.50 $4.78
($22.73)
21.24% 40.47% O 22.92% O $27.94 $5.75
( $27.94 )
20.29%
May 4, 2026 AC 8.9 $31.48 @$30.00 $5.62
($31.48)
18.73% -6.25% I -2.25% I $30.77 $3.83
( $30.77 )
-31.85%
March 2, 2026 AC 9.2 $30.95 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 3, 2025 AC 9.1 $40.00 @$40.00
Aug. 4, 2025 AC 7.9 $16.70 @$17.50
May 5, 2025 AC 7.3 $11.63 @$12.50
Feb. 27, 2025 AC 6.5 $18.33 @$17.50
Nov. 7, 2024 AC 6.2 $31.64 @$30.00
Aug. 5, 2024 AC 6.3 $26.85 @$25.00
May 7, 2024 AC 5.5 $22.24 @$22.50

 
 
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