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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
American Financial Group (AFG) - NYSE Next Earnings Date: OS Estimate: Feb. 3, 2026 AC
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 1.8
Avg Daily Volume: 463,654    Market Cap: 11.5B
Sector: Financial    Short Interest: 1.76
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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. 4, 2025 AC 1.7 $131.50 @$130.00 $7.80
($131.50)
6.0% 5.5% I 2.79% I $135.18 $7.92
( $135.18 )
1.54%
Aug. 5, 2025 AC 1.7 $124.32 @$125.00 $6.65
($124.32)
5.32% 4.7% I 2.68% I $127.66 $4.67
( $127.66 )
-29.77%
May 6, 2025 AC 1.7 $129.97 @$130.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 1, 2023 AC 1.7 $111.12 @$110.00
Aug. 2, 2023 AC 1.4 $122.75 @$125.00

 
 
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