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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Amgen Inc. (AMGN) - NASDAQ Next Earnings Date: OS Estimate: Jan. 29, 2025 AC
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 2.2
Avg Daily Volume: 2,501,596    Market Cap: 173.28B
Sector: Healthcare    Short Interest: 1.79
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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. 30, 2024 AC 2.2 $315.54 @$315.00 $26.55
($315.54)
8.43% 2.49% I 1.46% I $320.16 $19.40
( $320.16 )
-26.93%
Aug. 6, 2024 AC 2.2 $328.95 @$330.00 $20.73
($328.95)
6.28% -6.79% O -5.0% I $312.50 $20.80
( $312.50 )
0.34%
May 2, 2024 AC 1.8 $278.39 @$277.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 6, 2024 AC 1.7 $316.07 @$315.00
Oct. 31, 2023 BO 1.6 $263.19 @$262.50
Aug. 3, 2023 AC 1.6 $230.70 @$230.00
April 27, 2023 AC 1.7 $240.34 @$240.00
Jan. 31, 2023 AC 1.7 $252.40 @$252.50
Nov. 3, 2022 AC 1.8 $265.88 @$265.00
Aug. 4, 2022 AC 2.0 $246.98 @$247.50

 
 
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