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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ameresco (AMRC) - NYSE Next Earnings Date: OS Estimate: Feb. 25, 2025 AC
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 6.5
Avg Daily Volume: 434,231    Market Cap: 1.40B
Sector: Services    Short Interest: 14.99
Live Interactive Chart
Days to Next Earnings: 95 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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 6.2 $31.64 @$30.00 $4.50
($31.64)
15.0% -19.4% O -16.3% O $26.48 $4.85
( $26.48 )
7.78%
Aug. 5, 2024 AC 6.3 $26.85 @$25.00 $5.30
($26.85)
21.2% 11.73% I 7.0% I $28.73 $6.47
( $28.73 )
22.08%
May 7, 2024 AC 5.5 $22.24 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 28, 2024 AC 5.1 $20.37 @$20.00
Nov. 6, 2023 AC 4.3 $26.61 @$25.00
July 31, 2023 AC 4.3 $58.21 @$60.00
May 1, 2023 AC 4.2 $40.78 @$40.00
Feb. 27, 2023 AC 3.9 $51.80 @$50.00
Aug. 1, 2022 AC 3.7 $57.81 @$60.00
May 2, 2022 AC 3.5 $51.85 @$50.00

 
 
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