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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Assured Guaranty Ltd. (AGO) - NYSE Next Earnings Date: OS Estimate: May 6, 2026 AC
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 2.0
Avg Daily Volume: 274,644    Market Cap: 4.2B
Sector: Financial    Short Interest: 2.49
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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
Feb. 26, 2026 AC 2.1 $86.64 @$85.00 $6.78
($86.64)
7.98% 3.86% I -0.49% I $86.21 $4.10
( $86.21 )
-39.53%
Nov. 6, 2025 AC 2.2 $81.56 @$80.00 $4.67
($81.56)
5.84% 6.59% O 6.52% O $86.88 $7.22
( $86.88 )
54.6%
Aug. 7, 2025 AC 2.4 $84.44 @$85.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2025 AC 2.6 $88.45 @$90.00
Feb. 27, 2025 AC 2.6 $92.20 @$90.00
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

 
 
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