Optionslam.com

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

 
Amazon.com (AMZN) - NASDAQ Next Earnings Date: OS Estimate: July 30, 2026 AC
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 2.7
Avg Daily Volume: 54,978,693    Market Cap: 2.6T
Sector: Services    Short Interest: 0.93
Live Interactive Chart
Days to Next Earnings: 14 Days
Implied Move Weekly: 8.22%       Expires on: July 31, 2026
Implied Move Monthly: 10.73%       Expires on: Aug. 21, 2026

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 78
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
July 30, 2026 AC None $0.00 @$255.00 $27.35
($254.96)
10.73% -None% -None% $0.00 $0.00
( N/A )
None%
April 29, 2026 AC 2.8 $263.04 @$262.50 $23.25
($263.04)
8.86% 4.12% I 0.76% I $265.06 $13.68
( $265.06 )
-41.16%
Feb. 5, 2026 AC 2.7 $222.69 @$222.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 30, 2025 AC 2.7 $222.86 @$222.50
July 31, 2025 AC 2.6 $234.11 @$235.00
May 1, 2025 AC 3.0 $190.20 @$190.00
Feb. 6, 2025 AC 3.3 $238.83 @$240.00
Oct. 31, 2024 AC 3.4 $186.40 @$187.50
Aug. 1, 2024 AC 3.2 $184.07 @$185.00
April 30, 2024 AC 3.4 $175.00 @$175.00

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