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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
American Airlines Group (AAL) - NASDAQ Next Earnings Date: OS Estimate: Jan. 23, 2025 BO
OS Projected Window: Jan. 20, 2025 to Jan. 25, 2025
EVR: 2.2
Avg Daily Volume: 28,960,030    Market Cap: 7.40B
Sector: Services    Short Interest: 9.23
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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. 24, 2024 BO 2.2 $12.83 @$13.00 $1.46
($12.83)
11.23% 6.23% I -0.38% I $12.78 $1.19
( $12.78 )
-18.49%
July 25, 2024 BO 2.1 $10.17 @$10.00 $1.12
($10.17)
11.2% 7.17% I 4.22% I $10.60 $0.94
( $10.60 )
-16.07%
April 25, 2024 BO 2.1 $13.92 @$14.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 25, 2024 BO 2.2 $13.93 @$14.00
Oct. 19, 2023 BO 2.3 $11.36 @$11.00
July 20, 2023 BO 2.3 $18.60 @$19.00
April 27, 2023 BO 2.6 $12.74 @$12.50
Jan. 26, 2023 BO 2.7 $16.26 @$16.50
Oct. 20, 2022 BO 2.7 $13.99 @$14.00
July 21, 2022 BO 2.7 $15.21 @$15.00

 
 
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