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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Amazon.com (AMZN) - NASDAQ Next Earnings Date: OS Estimate: Feb. 5, 2026 AC
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 2.7
Avg Daily Volume: 51,657,821    Market Cap: 2.6T
Sector: Services    Short Interest: 0.7
Live Interactive Chart
Days to Next Earnings: 97 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 75
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 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 $16.88
($234.11)
7.18% -9.1% O -8.26% O $214.75 $20.88
( $214.75 )
23.7%
May 1, 2025 AC 3.0 $190.20 @$190.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 3, 2023 AC 3.2 $128.91 @$129.00

 
 
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