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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Assured Guaranty Ltd. (AGO) - NYSE Next Earnings Date: OS Estimate: May 1, 2024 AC
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 2.5
Avg Daily Volume: 476,780    Market Cap: 4.86B
Sector: Financial    Short Interest: 2.61
Live Interactive Chart
Days to Next Earnings: 15 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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. 28, 2024 AC 2.5 $95.00 @$95.00 $3.88
($95.00)
4.08% -5.58% O -3.57% I $91.60 $5.17
( $91.60 )
33.25%
March 1, 2023 AC 2.5 $58.45 @$60.00 $2.55
($58.45)
4.25% 4.39% O 3.3% I $60.38 $2.30
( $60.38 )
-9.8%
Aug. 3, 2022 AC 2.2 $58.86 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 5, 2022 AC 2.1 $57.23 @$55.00
Feb. 24, 2022 AC 1.7 $56.20 @$55.00
Nov. 4, 2021 AC 1.8 $56.40 @$55.00
Aug. 5, 2021 AC 1.8 $48.31 @$48.00
May 6, 2021 AC 1.7 $51.09 @$50.00
Feb. 25, 2021 AC 1.7 $43.82 @$44.00
Nov. 5, 2020 AC 1.8 $26.78 @$27.00

 
 
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