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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Assurant (AIZ) - NYSE Next Earnings Date: Estimated on May 7, 2024
OS Projected Window: May 13, 2024 to May 18, 2024
EVR: 1.9
Avg Daily Volume: 328,941    Market Cap: 9.78B
Sector: Financial    Short Interest: 2.03
Live Interactive Chart
Days to Next Earnings: 15 Days
Implied Move Monthly: 5.93%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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 7, 2024 AC None $0.00 @$175.00 $10.35
($174.60)
5.93% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 7, 2024 AC 2.1 $175.35 @$175.00 $4.75
($175.35)
2.71% -1.04% I -0.44% I $174.57 $3.98
( $174.57 )
-16.21%
Oct. 31, 2023 AC 1.9 $148.90 @$150.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 AC 2.0 $142.76 @$145.00
Feb. 7, 2023 AC 2.0 $135.65 @$135.00
Aug. 2, 2022 AC 1.8 $171.57 @$170.00
May 3, 2022 AC 1.9 $183.08 @$185.00
Feb. 8, 2022 AC 1.7 $156.04 @$155.00
Nov. 2, 2021 AC 2.0 $161.70 @$160.00
Aug. 3, 2021 AC 2.0 $158.04 @$160.00

 
 
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