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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Federal Agricultural Mortgage Corporation (AGM) - NYSE Next Earnings Date: Estimated on May 6, 2024
OS Projected Window: May 20, 2024 to May 25, 2024
EVR: 1.8
Avg Daily Volume: 69,707    Market Cap: 1.91B
Sector: Financial    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 18 Days
Implied Move Monthly: 8.17%       Expires on: May 17, 2024

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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
May 6, 2024 BO None $0.00 @$180.00 $14.70
($179.91)
8.17% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 23, 2024 BO 1.8 $186.62 @$185.00 $12.65
($186.62)
6.84% -4.39% I -3.24% I $180.56 $10.17
( $180.56 )
-19.6%
Aug. 7, 2023 BO 1.8 $165.90 @$165.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 24, 2023 BO 1.9 $135.54 @$135.00
Aug. 8, 2022 AC 2.1 $109.98 @$110.00
May 9, 2022 AC 2.3 $104.70 @$105.00
Feb. 28, 2022 AC 2.2 $123.70 @$125.00
Nov. 8, 2021 AC 2.3 $136.81 @$135.00
Aug. 5, 2021 AC 2.3 $96.25 @$95.00
May 6, 2021 AC 2.3 $111.70 @$110.00

 
 
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