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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AGNC Investment Corp. (AGNC) - NASDAQ Next Earnings Date: OS Estimate: Oct. 20, 2025 AC
OS Projected Window: Oct. 20, 2025 to Oct. 25, 2025
EVR: 1.1
Avg Daily Volume: 22,625,910    Market Cap: 9.6B
Sector: Financial    Short Interest: 5.74
Live Interactive Chart
Days to Next Earnings: 80 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
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 $0.63
($8.16)
7.88% 4.04% I 3.55% I $8.45 $0.65
( $8.45 )
3.17%
Jan. 27, 2025 AC 1.3 $9.79 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 24, 2023 AC 1.2 $10.05 @$10.00

 
 
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