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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Assurant (AIZ) - NYSE Next Earnings Date: OS Estimate: Aug. 5, 2025 AC
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 2.0
Avg Daily Volume: 699,847    Market Cap: 10.1B
Sector: Financial    Short Interest: 1.72
Live Interactive Chart
Days to Next Earnings: 46 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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 6, 2025 AC 2.2 $197.82 @$200.00 $10.25
($197.82)
5.12% 4.01% I -0.38% I $197.06 $7.52
( $197.06 )
-26.63%
Feb. 11, 2025 AC 2.3 $212.80 @$210.00 $10.85
($212.80)
5.17% 2.72% I -2.56% I $207.35 $6.10
( $207.35 )
-43.78%
Nov. 5, 2024 AC None $0.00 @$195.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2024 AC None $0.00 @$170.00
May 23, 2024 AC 2.4 $166.71 @$165.00
Feb. 6, 2024 AC 2.3 $168.89 @$170.00
Oct. 31, 2023 AC 2.1 $148.90 @$150.00
Aug. 1, 2023 AC 2.1 $135.04 @$135.00
May 2, 2023 AC 1.9 $120.82 @$120.00
Feb. 7, 2023 AC 1.9 $135.65 @$135.00

 
 
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