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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ambac Financial Group (AMBC) - NYSE Next Earnings Date: Estimated on Aug. 11, 2025
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 4.4
Avg Daily Volume: 1,003,130    Market Cap: 329.7M
Sector: Financial    Short Interest: 4.29
Live Interactive Chart
Days to Next Earnings: 38 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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 12, 2025 AC 3.6 $8.35 @$8.00 $1.80
($8.35)
22.5% -28.26% O -19.76% I $6.70 $1.93
( $6.70 )
7.22%
Feb. 26, 2025 AC 3.4 $11.66 @$12.00 $1.35
($11.66)
11.25% -19.38% O -10.8% I $10.40 $1.70
( $10.40 )
25.93%
Nov. 12, 2024 AC 3.2 $11.70 @$12.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 5, 2024 AC None $0.00 @$12.00
May 7, 2024 AC 3.5 $18.04 @$17.50
Feb. 27, 2024 AC 3.4 $16.54 @$17.00
Nov. 7, 2023 AC 3.7 $12.48 @$12.50
Aug. 7, 2023 AC 3.7 $14.16 @$15.00
May 9, 2023 AC 3.6 $14.99 @$15.00
Feb. 28, 2023 AC 3.6 $16.55 @$17.50

 
 
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