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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AGNC Investment Corp. (AGNC) - NASDAQ Next Earnings Date: OS Estimate: Jan. 26, 2026 AC
OS Projected Window: Jan. 26, 2026 to Jan. 31, 2026
EVR: 1.0
Avg Daily Volume: 21,451,919    Market Cap: 10.4B
Sector: Financial    Short Interest: 5.25
Live Interactive Chart
Days to Next Earnings: 83 Days

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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
Oct. 20, 2025 AC 1.1 $10.10 @$10.00 $0.50
($10.10)
5.0% -1.78% I -0.49% I $10.05 $0.46
( $10.05 )
-8.0%
July 21, 2025 AC 1.1 $9.23 @$9.00 $0.46
($9.23)
5.11% 2.6% I 1.51% I $9.37 $0.49
( $9.37 )
6.52%
April 21, 2025 AC 1.1 $8.16 @$8.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 27, 2025 AC 1.3 $9.79 @$10.00
Oct. 21, 2024 AC 1.2 $10.38 @$10.50
July 22, 2024 AC 1.3 $10.25 @$10.00
April 22, 2024 AC 1.4 $9.20 @$9.00
Jan. 22, 2024 AC 1.4 $9.70 @$9.50
Oct. 30, 2023 AC 1.2 $6.94 @$7.00
July 24, 2023 AC 1.3 $10.26 @$10.50

 
 
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