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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ameren Corporation (AEE) - NYSE Next Earnings Date: Estimated on May 2, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 0.8
Avg Daily Volume: 2,071,145    Market Cap: 27.1B
Sector: Utilities    Short Interest: 2.07
Live Interactive Chart
Days to Next Earnings: 30 Days
Implied Move Monthly: 5.71%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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
Feb. 13, 2025 AC 0.8 $98.27 @$100.00 $3.43
($98.27)
3.43% 2.38% I -0.2% I $98.07 $2.20
( $98.07 )
-35.86%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 3, 2024 BO 0.7 $75.25 @$75.00
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

 
 
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