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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
American Express Company (AXP) - NYSE Next Earnings Date: OS Estimate: July 24, 2026 BO
OS Projected Window: July 20, 2026 to July 25, 2026
EVR: 1.8
Avg Daily Volume: 3,222,643    Market Cap: 212.7B
Sector: Financial    Short Interest: 2.15
Live Interactive Chart
Days to Next Earnings: 59 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
April 23, 2026 BO 1.8 $332.90 @$332.50 $23.22
($332.90)
6.98% -5.45% I -4.31% I $318.55 $21.55
( $318.55 )
-7.19%
Jan. 30, 2026 BO 2.0 $358.50 @$357.50 $24.50
($358.50)
6.85% -3.9% I -1.76% I $352.17 $18.30
( $352.17 )
-25.31%
Oct. 17, 2025 BO 1.9 $323.12 @$320.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 18, 2025 BO 2.0 $315.35 @$320.00
April 17, 2025 BO 2.2 $252.92 @$250.00
Jan. 24, 2025 BO 2.3 $325.87 @$325.00
Oct. 18, 2024 BO 2.4 $285.78 @$290.00
July 19, 2024 BO 2.4 $249.20 @$250.00
April 19, 2024 BO 2.5 $217.50 @$220.00
Jan. 26, 2024 BO 2.4 $188.07 @$187.50

 
 
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