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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Amazon.com (AMZN) - NASDAQ Next Earnings Date: OS Estimate: April 30, 2026 AC
OS Projected Window: April 27, 2026 to May 2, 2026
EVR: 2.8
Avg Daily Volume: 55,563,222    Market Cap: 2.5T
Sector: Services    Short Interest: 0.66
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 76
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
Feb. 5, 2026 AC 2.7 $222.69 @$222.50 $23.20
($222.69)
10.43% -10.04% I -5.55% I $210.32 $14.95
( $210.32 )
-35.56%
Oct. 30, 2025 AC 2.7 $222.86 @$222.50 $21.35
($222.86)
9.6% 12.4% O 9.58% I $244.22 $25.00
( $244.22 )
17.1%
July 31, 2025 AC 2.6 $234.11 @$235.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 1, 2024 AC 3.3 $159.28 @$160.00
Oct. 26, 2023 AC 3.3 $119.57 @$120.00

 
 
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