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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Alcoa Corporation (AA) - NYSE Next Earnings Date: OS Estimate: Jan. 15, 2025 AC
OS Projected Window: Jan. 13, 2025 to Jan. 18, 2025
EVR: 2.3
Avg Daily Volume: 4,503,200    Market Cap: 8.40B
Sector: Basic Materials    Short Interest: 5.22
Live Interactive Chart
Days to Next Earnings: 20 Days
Implied Move Weekly: 9.89%       Expires on: Jan. 17, 2025
Implied Move Monthly: 15.13%       Expires on: Feb. 21, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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
Jan. 15, 2025 AC None $0.00 @$40.00 $5.84
($38.61)
15.13% -None% I -None% I $0.00 $0.00
( N/A )
None%
Oct. 16, 2024 AC 2.5 $42.07 @$40.00 $5.12
($42.07)
12.8% -4.87% I -4.08% I $40.35 $4.39
( $40.35 )
-14.26%
July 17, 2024 AC 2.7 $36.81 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 17, 2024 AC 2.8 $35.55 @$35.00
Jan. 17, 2024 AC 3.1 $27.18 @$25.00
Oct. 18, 2023 AC 3.1 $26.52 @$25.00
July 19, 2023 AC 3.3 $34.84 @$35.00
April 19, 2023 AC 3.5 $41.22 @$40.00
Jan. 18, 2023 AC 3.8 $53.45 @$55.00
Oct. 19, 2022 AC 3.7 $37.62 @$40.00

 
 
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