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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AGNC Investment Corp. (AGNC) - NASDAQ Next Earnings Date: OS Estimate: Oct. 19, 2026 AC
OS Projected Window: Oct. 19, 2026 to Oct. 24, 2026
EVR: 1.0
Avg Daily Volume: 18,524,776    Market Cap: 12.2B
Sector: Financial    Short Interest: 9.42
Live Interactive Chart
Days to Next Earnings: 81 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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 20, 2026 AC 1.0 $10.92 @$11.00 $0.58
($10.92)
5.27% 2.19% I -1.28% I $10.78 $0.57
( $10.78 )
-1.72%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 20, 2025 AC 1.1 $10.10 @$10.00
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

 
 
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