Optionslam.com

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

 
Amneal Pharmaceuticals (AMRX) - NASDAQ Next Earnings Date: OS Estimate: Feb. 26, 2026 BO
OS Projected Window: Feb. 23, 2026 to Feb. 28, 2026
EVR: 3.2
Avg Daily Volume: 1,605,571    Market Cap: 3.4B
Sector: None    Short Interest: 1.83
Live Interactive Chart
Days to Next Earnings: 114 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 31
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
Oct. 30, 2025 BO 3.5 $10.43 @$10.00 $1.30
($10.43)
13.0% -4.21% I -4.12% I $10.00 $0.42
( $10.00 )
-67.69%
Aug. 5, 2025 BO 3.6 $7.96 @$7.50 $1.10
($7.96)
14.67% 7.53% I 2.13% I $8.13 $0.80
( $8.13 )
-27.27%
May 2, 2025 BO 3.9 $7.74 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 28, 2025 BO 3.8 $8.38 @$7.50
Nov. 8, 2024 BO 4.0 $8.61 @$7.50
Aug. 9, 2024 BO 4.2 $7.77 @$7.50
May 3, 2024 BO 4.2 $6.21 @$5.00
March 1, 2024 BO 4.2 $5.52 @$5.00
Nov. 7, 2023 BO 4.4 $4.21 @$5.00
Aug. 4, 2023 BO 3.9 $3.36 @$2.50

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