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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Amedisys Inc (AMED) - NASDAQ Next Earnings Date: OS Estimate: Feb. 19, 2025 AC
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 1.6
Avg Daily Volume: 536,459    Market Cap: 3.05B
Sector: Healthcare    Short Interest: 11.2
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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. 23, 2024 AC 2.2 $97.31 @$95.00 $4.78
($97.31)
5.03% 0.16% I 0.04% I $97.35 $4.45
( $97.35 )
-6.9%
April 24, 2024 AC 2.5 $91.05 @$90.00 $4.28
($91.05)
4.76% -0.86% I 0.12% I $91.16 $3.83
( $91.16 )
-10.51%
Feb. 21, 2024 AC 2.8 $93.61 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 24, 2023 AC 3.2 $92.18 @$90.00
July 26, 2023 AC 3.4 $89.84 @$90.00
May 3, 2023 AC 3.5 $78.63 @$80.00
Feb. 15, 2023 AC 3.3 $96.87 @$95.00
July 27, 2022 AC 3.1 $128.16 @$130.00
April 27, 2022 AC 2.8 $128.50 @$130.00
Feb. 23, 2022 AC 2.7 $134.90 @$135.00

 
 
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