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Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
Alcoa Corporation (AA) - NYSE Next Earnings Date: OS Estimate: Oct. 10, 2017 AC
OS Projected Window: Oct. 5, 2017 to Oct. 10, 2017
EVR: 2.3
Avg Daily Volume: 3,498,470    Market Cap: 6.96B
Sector: Basic Materials
Live Interactive Chart
Days to Next Earnings: 58 Days
Current 7 Day Implied Movement: 3.87%       Theoretical Expires in 7 days


 
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Sample Chart


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    Most Recent AA Strategy Testing:
    Jesús    Closed a long Straddle position @$8.00 Expires Jan. 15, 2016    PnL: $46.99
       Jan. 15, 2016, 4 p.m.
    KiWi    Closed a long Put position @$9.00 Expires Oct. 16, 2015    PnL: -$32.00
       Oct. 16, 2015, 4 p.m.
    ssubly    Closed a long Put position @$9.50 Expires Oct. 9, 2015    PnL: -$10.00
       Oct. 9, 2015, 4 p.m.

 
Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 11

 
Earnings Date Pre Earnings Post Earnings Open Post Earnings Mean of Previous 2 Earnings
Close Price 7 Day IM 7 Day HM Open Close 7 Day IM 7 Day HM One Day Max Move Pre Earnings Post Earnings
July 19, 2017 AC $36.50 5.76% N/A -1.5% $35.95 $36.72 3.42% N/A 2.21% 5.68% 3.8%
April 24, 2017 AC $33.31 6.44% N/A 2.76% $34.22 $36.49 3.75% N/A 9.69% 6.17% 4.13%
Oct. 10, 2016 AC $31.51 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 11, 2016 AC $10.14
April 11, 2016 AC $9.74
Jan. 11, 2016 AC $8.00
Oct. 8, 2015 AC $11.01
July 8, 2015 AC $10.50
April 8, 2015 AC $13.67
Jan. 12, 2015 AC $16.17

 
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