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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
American Financial Group (AFG) - NYSE Next Earnings Date: Estimated on April 30, 2024
OS Projected Window: June 3, 2024 to June 8, 2024
EVR: 1.3
Avg Daily Volume: 363,205    Market Cap: 10.66B
Sector: Financial    Short Interest: 1.47
Live Interactive Chart
Days to Next Earnings: 33 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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. 7, 2024 AC 1.3 $122.24 @$120.00 $3.05
($122.24)
2.54% -3.82% O -1.31% I $120.63 $3.77
( $120.63 )
23.61%
Nov. 2, 2023 AC 1.4 $108.80 @$110.00 $3.75
($108.80)
3.41% 1.74% I 0.97% I $109.86 $4.05
( $109.86 )
8.0%
Feb. 1, 2023 AC None $138.02 @$140.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2022 AC 1.4 $129.10 @$130.00
May 4, 2022 AC 1.4 $145.78 @$145.00
Feb. 9, 2022 AC 1.4 $132.88 @$133.00
Nov. 2, 2021 AC 1.3 $138.17 @$140.00
Aug. 3, 2021 AC 1.4 $127.81 @$128.00
May 4, 2021 AC 1.5 $124.55 @$125.00
Feb. 3, 2021 AC 1.4 $93.43 @$93.00

 
 
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