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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Assurant (AIZ) - NYSE Next Earnings Date: OS Estimate: Feb. 10, 2026 AC
OS Projected Window: Feb. 9, 2026 to Feb. 14, 2026
EVR: 2.2
Avg Daily Volume: 306,501    Market Cap: 11.4B
Sector: Financial    Short Interest: 1.37
Live Interactive Chart
Days to Next Earnings: 60 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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. 4, 2025 AC 2.2 $214.60 @$210.00 $13.40
($214.60)
6.38% 4.84% I 1.72% I $218.31 $11.00
( $218.31 )
-17.91%
Aug. 5, 2025 AC 2.0 $188.83 @$190.00 $9.50
($188.83)
5.0% 12.11% O 11.23% O $210.04 $20.55
( $210.04 )
116.32%
May 6, 2025 AC 2.2 $197.82 @$200.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 11, 2025 AC 2.3 $212.80 @$210.00
Nov. 5, 2024 AC None $0.00 @$195.00
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

 
 
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