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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
American Express Company (AXP) - NYSE Next Earnings Date: OS Estimate: July 19, 2024 BO
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 2.4
Avg Daily Volume: 3,040,797    Market Cap: 160.18B
Sector: Financial    Short Interest: 1.34
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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 19, 2024 BO 2.5 $217.50 @$220.00 $15.73
($217.50)
7.15% 6.48% I 6.22% I $231.04 $15.84
( $231.04 )
0.7%
Jan. 26, 2024 BO 2.4 $188.07 @$187.50 $10.70
($188.07)
5.71% 8.87% O 7.1% O $201.43 $15.33
( $201.43 )
43.27%
Oct. 20, 2023 BO 2.4 $149.62 @$150.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 21, 2023 BO 2.3 $177.11 @$175.00
April 20, 2023 BO 2.3 $164.95 @$165.00
Jan. 27, 2023 BO 2.0 $155.88 @$155.00
Oct. 21, 2022 BO 1.8 $142.42 @$140.00
July 22, 2022 BO 1.7 $150.18 @$150.00
April 22, 2022 BO 1.7 $185.74 @$185.00
Jan. 25, 2022 BO 1.5 $158.93 @$160.00

 
 
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