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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Assurant (AIZ) - NYSE Next Earnings Date: OS Estimate: Nov. 3, 2026 AC
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 2.3
Avg Daily Volume: 360,282    Market Cap: 13.9B
Sector: Financial Services    Short Interest: 2.83
Live Interactive Chart
Days to Next Earnings: 53 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 73
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
Aug. 4, 2026 AC 2.2 $281.31 @$280.00 $15.05
($281.31)
5.38% 7.45% O 7.2% O $301.57 $21.75
( $301.57 )
44.52%
May 5, 2026 AC 2.3 $237.14 @$240.00 $8.32
($237.14)
3.47% -2.77% I -0.22% I $236.61 $8.45
( $236.61 )
1.56%
Feb. 10, 2026 AC 2.2 $236.46 @$240.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 4, 2025 AC 2.2 $214.60 @$210.00
Aug. 5, 2025 AC 2.0 $188.83 @$190.00
May 6, 2025 AC 2.2 $197.82 @$200.00
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

 
 
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