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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
American International Group (AIG) - NYSE Next Earnings Date: OS Estimate: Feb. 14, 2024 AC
OS Projected Window: Feb. 12, 2024 to Feb. 17, 2024
EVR: 1.4
Avg Daily Volume: 3,160,000    Market Cap: 46.31B
Sector: Financial    Short Interest: 1.0
Live Interactive Chart
Days to Next Earnings: 74 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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
Nov. 1, 2023 AC 1.5 $62.05 @$62.00 $3.27
($62.05)
5.27% 4.39% I 3.72% I $64.36 $3.25
( $64.36 )
-0.61%
Aug. 1, 2023 AC 1.6 $60.38 @$60.00 $2.80
($60.38)
4.67% 3.01% I 1.47% I $61.27 $2.75
( $61.27 )
-1.79%
May 4, 2023 AC 1.4 $49.88 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 4, 2021 AC 2.0 $60.39 @$60.00
Aug. 5, 2021 AC 2.1 $48.66 @$49.00

 
 
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