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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Assured Guaranty Ltd. (AGO) - NYSE Next Earnings Date: OS Estimate: Nov. 5, 2025 AC
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 2.2
Avg Daily Volume: 336,976    Market Cap: 3.9B
Sector: Financial    Short Interest: 2.48
Live Interactive Chart
Days to Next Earnings: 56 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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
Aug. 7, 2025 AC 2.4 $84.44 @$85.00 $3.15
($84.44)
3.71% -3.01% I -3.01% I $81.89 $3.60
( $81.89 )
14.29%
May 8, 2025 AC 2.6 $88.45 @$90.00 $4.88
($88.45)
5.42% 2.44% I -1.18% I $87.40 $3.30
( $87.40 )
-32.38%
Feb. 27, 2025 AC 2.6 $92.20 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 11, 2024 AC 2.6 $89.56 @$90.00
May 7, 2024 AC 2.7 $78.42 @$80.00
Feb. 27, 2024 AC 2.4 $85.64 @$85.00
Nov. 7, 2023 AC 2.5 $64.34 @$65.00
Aug. 8, 2023 AC 2.4 $62.63 @$65.00
May 9, 2023 AC 2.6 $52.56 @$55.00
Feb. 28, 2023 AC 2.4 $62.41 @$60.00

 
 
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