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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Amentum Holdings (AMTM) - NYSE Next Earnings Date: OS Estimate: Nov. 24, 2026 BO
OS Projected Window: Nov. 23, 2026 to Nov. 28, 2026
EVR: 4.3
Avg Daily Volume: 2,120,361    Market Cap: 4.8B
Sector: Industrials    Short Interest: 4.95
Live Interactive Chart
Days to Next Earnings: 74 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 8
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. 11, 2026 BO 4.4 $24.44 @$25.00 $2.60
($24.44)
10.4% -10.55% O -8.22% I $22.43 $2.77
( $22.43 )
6.54%
May 12, 2026 BO 4.7 $23.94 @$25.00 $3.87
($23.94)
15.48% 6.64% I 1.54% I $24.31 $3.23
( $24.31 )
-16.54%
Feb. 9, 2026 AC 4.6 $36.59 @$37.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 24, 2025 AC 3.6 $25.37 @$25.00
Aug. 5, 2025 AC 4.0 $25.31 @$25.00
May 6, 2025 AC 4.5 $22.11 @$22.50
Feb. 5, 2025 BO 0.5 $20.50 @$20.00
Dec. 17, 2024 BO 0.0 $23.78 @$25.00

 
 
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