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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
American Express Company (AXP) - NYSE Next Earnings Date: Jan. 24, 2025 BO
EVR: 2.3
Avg Daily Volume: 2,512,243    Market Cap: 183.88B
Sector: Financial    Short Interest: 1.69
Live Interactive Chart
Days to Next Earnings: 34 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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. 18, 2024 BO 2.4 $285.78 @$290.00 $21.98
($285.78)
7.58% -5.85% I -3.14% I $276.79 $18.65
( $276.79 )
-15.15%
July 19, 2024 BO 2.4 $249.20 @$250.00 $15.62
($249.20)
6.25% -4.63% I -2.73% I $242.38 $12.90
( $242.38 )
-17.41%
April 19, 2024 BO 2.5 $217.50 @$220.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 26, 2024 BO 2.4 $188.07 @$187.50
Oct. 20, 2023 BO 2.4 $149.62 @$150.00
July 21, 2023 BO 2.3 $177.11 @$175.00
April 20, 2023 BO 2.3 $164.95 @$165.00
Jan. 27, 2023 BO 2.0 $155.88 @$155.00
Oct. 21, 2022 BO 1.8 $142.42 @$140.00
July 22, 2022 BO 1.7 $150.18 @$150.00

 
 
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