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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AGNC Investment Corp. (AGNC) - NASDAQ Next Earnings Date: OS Estimate: July 20, 2026 AC
OS Projected Window: July 20, 2026 to July 25, 2026
EVR: 1.0
Avg Daily Volume: 18,646,102    Market Cap: 12.2B
Sector: Financial    Short Interest: 8.53
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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
April 20, 2026 AC 0.9 $10.77 @$11.00 $0.61
($10.77)
5.55% 3.24% I 1.29% I $10.91 $0.54
( $10.91 )
-11.48%
Jan. 26, 2026 AC 1.0 $11.80 @$12.00 $0.49
($11.80)
4.08% 3.22% I 3.13% I $12.17 $0.51
( $12.17 )
4.08%
Oct. 20, 2025 AC 1.1 $10.10 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 21, 2025 AC 1.1 $9.23 @$9.00
April 21, 2025 AC 1.1 $8.16 @$8.00
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

 
 
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