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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Assured Guaranty Ltd. (AGO) - NYSE Next Earnings Date: Estimate: Aug. 6, 2024 AC
EVR: 2.7
Avg Daily Volume: 450,188    Market Cap: 4.86B
Sector: Financial    Short Interest: 2.61
Live Interactive Chart
Days to Next Earnings: 64 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
Feb. 27, 2024 AC 2.6 $85.64 @$85.00 $4.78
($85.64)
5.62% 12.79% O 10.92% O $95.00 $10.40
( $95.00 )
117.57%
Nov. 7, 2023 AC 2.6 $64.34 @$65.00 $2.38
($64.34)
3.66% 4.52% O 2.37% I $65.87 $1.80
( $65.87 )
-24.37%
Aug. 8, 2023 AC 2.7 $62.63 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2023 AC 2.7 $52.56 @$55.00
Feb. 28, 2023 AC 2.5 $62.41 @$60.00
Aug. 3, 2022 AC 2.2 $58.86 @$60.00
May 5, 2022 AC 2.1 $57.23 @$55.00
Feb. 24, 2022 AC 1.7 $56.20 @$55.00
Nov. 4, 2021 AC 1.8 $56.40 @$55.00
Aug. 5, 2021 AC 1.8 $48.31 @$48.00

 
 
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