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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ameren Corporation (AEE) - NYSE Next Earnings Date: OS Estimate: Feb. 20, 2025 AC
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 0.8
Avg Daily Volume: 1,445,925    Market Cap: 19.69B
Sector: Utilities    Short Interest: 1.85
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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
Nov. 6, 2024 AC 0.8 $87.77 @$90.00 $3.25
($87.77)
3.61% -2.35% I -1.38% I $86.55 $3.65
( $86.55 )
12.31%
Aug. 1, 2024 AC 0.7 $81.26 @$80.00 $3.00
($81.26)
3.75% 3.16% I 1.56% I $82.53 $4.53
( $82.53 )
51.0%
May 3, 2024 BO 0.7 $75.25 @$75.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 23, 2024 BO 0.7 $70.81 @$70.00
Nov. 9, 2023 BO 0.6 $77.59 @$80.00
Aug. 3, 2023 BO 0.6 $84.39 @$85.00
May 5, 2023 BO 0.7 $89.75 @$90.00
Feb. 16, 2023 BO 0.7 $85.83 @$85.00
Nov. 4, 2022 BO 0.7 $81.14 @$80.00
Aug. 5, 2022 BO 0.8 $91.59 @$90.00

 
 
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