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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
American International Group (AIG) - NYSE Next Earnings Date: Estimated on Nov. 3, 2022
OS Projected Window: Oct. 31, 2022 to Nov. 5, 2022
EVR: 1.7
Avg Daily Volume: 4,263,780    Market Cap: 40.80B
Sector: Financial    Short Interest: 1.02
Live Interactive Chart
Days to Next Earnings: 40 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
Earnings Date 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. 8, 2022 AC $52.27 @$52.50 $2.92
($52.27)
5.56% 2.86% I 2.44% I $53.55 $2.33
( $53.55 )
-20.21%
May 3, 2022 AC $59.53 @$60.00 $4.53
($59.53)
7.55% 7.59% O 7.4% I $63.94 $5.00
( $63.94 )
10.38%
Feb. 16, 2022 AC $60.34 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 4, 2021 AC $60.39 @$60.00
Aug. 5, 2021 AC $48.66 @$49.00
May 6, 2021 AC $50.17 @$50.00
Feb. 16, 2021 AC $42.15 @$42.00
Nov. 5, 2020 AC $33.43 @$33.00
Aug. 3, 2020 AC $32.14 @$32.00
May 4, 2020 AC $24.07 @$24.00

 
 
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