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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
American Financial Group (AFG) - NYSE Next Earnings Date: OS Estimate: Aug. 5, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 1.7
Avg Daily Volume: 474,095    Market Cap: 10.9B
Sector: Financial    Short Interest: 1.61
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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
April 29, 2026 AC 1.8 $129.42 @$130.00 $6.60
($129.42)
5.08% -4.89% I 2.97% I $133.27 $5.75
( $133.27 )
-12.88%
Feb. 3, 2026 AC 1.8 $130.25 @$130.00 $6.62
($130.25)
5.09% -3.26% I -3.12% I $126.18 $5.53
( $126.18 )
-16.47%
Nov. 4, 2025 AC 1.7 $131.50 @$130.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 5, 2025 AC 1.7 $124.32 @$125.00
May 6, 2025 AC 1.7 $129.97 @$130.00
Feb. 4, 2025 AC 1.6 $136.02 @$135.00
Nov. 5, 2024 AC None $0.00 @$125.00
Aug. 6, 2024 AC None $0.00 @$125.00
May 1, 2024 AC 1.6 $128.74 @$130.00
Feb. 6, 2024 AC 1.7 $119.71 @$120.00

 
 
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