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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ambac Financial Group (AMBC) - NYSE Next Earnings Date: OS Estimate: Feb. 23, 2026 AC
OS Projected Window: Feb. 23, 2026 to Feb. 28, 2026
EVR: 4.9
Avg Daily Volume: 888,774    Market Cap: 417.1M
Sector: Financial    Short Interest: 5.9
Live Interactive Chart
Days to Next Earnings: 73 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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. 10, 2025 AC 4.7 $8.69 @$9.00 $1.38
($8.69)
15.33% 19.44% O 15.99% O $10.08 $1.45
( $10.08 )
5.07%
Aug. 7, 2025 AC 4.4 $8.29 @$8.00 $0.97
($8.29)
12.12% -17.24% O -16.28% O $6.94 $1.15
( $6.94 )
18.56%
May 12, 2025 AC 3.6 $8.35 @$8.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 26, 2025 AC 3.4 $11.66 @$12.00
Nov. 12, 2024 AC 3.2 $11.70 @$12.00
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

 
 
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