Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Assured Guaranty Ltd. (AGO) - NYSE Next Earnings Date: Estimated on Aug. 6, 2025
OS Projected Window: Aug. 18, 2025 to Aug. 23, 2025
EVR: 2.4
Avg Daily Volume: 350,434    Market Cap: 4.3B
Sector: Financial    Short Interest: 2.4
Live Interactive Chart
Days to Next Earnings: 35 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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
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 $7.12
($92.20)
7.91% -8.01% O -5.28% I $87.33 $5.05
( $87.33 )
-29.07%
Nov. 11, 2024 AC 2.6 $89.56 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 7, 2022 AC 2.5 $58.85 @$60.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US