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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AMN Healthcare Services Inc (AMN) - NYSE Next Earnings Date: OS Estimate: Feb. 12, 2025 AC
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 5.0
Avg Daily Volume: 1,211,850    Market Cap: 2.16B
Sector: None    Short Interest: 14.16
Live Interactive Chart
Days to Next Earnings: 82 Days

DMH Warning: This company sometimes reports During Market Hours
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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 31
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. 7, 2024 AC 4.4 $40.92 @$40.00 $5.22
($40.92)
13.05% -31.18% O -29.0% O $29.05 $11.33
( $29.05 )
117.05%
Aug. 8, 2024 AC 4.1 $62.21 @$60.00 $7.17
($62.21)
11.95% -13.1% O -6.54% I $58.14 $3.58
( $58.14 )
-50.07%
May 9, 2024 AC 4.0 $60.85 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 15, 2024 AC 3.6 $77.63 @$80.00
Nov. 2, 2023 AC 3.6 $72.75 @$75.00
Aug. 3, 2023 AC 3.5 $101.68 @$100.00
May 4, 2023 AC 3.5 $85.10 @$85.00
Feb. 16, 2023 AC 3.8 $97.49 @$95.00
Nov. 3, 2022 AC 3.7 $124.09 @$125.00
Aug. 4, 2022 AC 3.5 $108.24 @$110.00

 
 
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