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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
American Electric Power Company (AEP) - NASDAQ Next Earnings Date: OS Estimate: Feb. 19, 2025 BO
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 1.0
Avg Daily Volume: 3,129,528    Market Cap: 51.58B
Sector: Utilities    Short Interest: 1.63
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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 BO 0.9 $100.40 @$100.00 $4.45
($100.40)
4.45% -4.2% I -4.13% I $96.25 $5.05
( $96.25 )
13.48%
July 30, 2024 BO 1.0 $97.07 @$97.50 $3.55
($97.07)
3.64% 1.14% I 1.1% I $98.14 $3.32
( $98.14 )
-6.48%
April 30, 2024 BO 1.0 $86.67 @$87.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 27, 2024 BO 0.9 $80.77 @$80.00
Nov. 2, 2023 BO 0.8 $76.48 @$77.50
July 27, 2023 BO 0.8 $87.61 @$87.50
May 4, 2023 BO 0.9 $90.87 @$90.00
Feb. 23, 2023 BO 0.8 $90.82 @$90.00
Oct. 27, 2022 BO 0.8 $87.45 @$87.50
July 27, 2022 BO 0.9 $96.42 @$97.50

 
 
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