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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
American International Group (AIG) - NYSE Next Earnings Date: May 1, 2024 AC
EVR: 1.5
Avg Daily Volume: 3,934,664    Market Cap: 52.01B
Sector: Financial    Short Interest: 1.19
Live Interactive Chart
Days to Next Earnings: 15 Days
Implied Move Weekly: 6.02%       Expires on: May 3, 2024
Implied Move Monthly: 7.26%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 57
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 1, 2024 AC None $0.00 @$72.50 $5.30
($73.05)
7.26% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 13, 2024 AC 1.4 $70.09 @$70.00 $4.85
($70.09)
6.93% 4.55% I -1.31% I $69.17 $3.20
( $69.17 )
-34.02%
Nov. 1, 2023 AC 1.5 $62.05 @$62.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2023 AC 1.6 $60.38 @$60.00
May 4, 2023 AC 1.4 $49.88 @$50.00
Feb. 15, 2023 AC 1.6 $61.83 @$62.50
Nov. 1, 2022 AC 1.7 $57.07 @$57.00
Aug. 8, 2022 AC 1.8 $52.27 @$52.50
May 3, 2022 AC 1.7 $59.53 @$60.00
Feb. 16, 2022 AC 1.9 $60.34 @$60.00

 
 
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