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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Amazon.com (AMZN) - NASDAQ Next Earnings Date: OS Estimate: Oct. 29, 2026 AC
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 3.1
Avg Daily Volume: 42,464,619    Market Cap: 2.8T
Sector: Consumer Cyclical    Short Interest: 0.88
Live Interactive Chart
Days to Next Earnings: 51 Days

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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 2.7 $235.50 @$235.00 $24.43
($235.50)
10.4% 16.02% O 15.32% O $271.58 $37.98
( $271.58 )
55.46%
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

 
 
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