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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ambac Financial Group (AMBC) - NYSE Next Earnings Date: Estimated on May 6, 2024
OS Projected Window: May 20, 2024 to May 25, 2024
EVR: 3.2
Avg Daily Volume: 361,865    Market Cap: 675.67M
Sector: Financial    Short Interest: 5.06
Live Interactive Chart
Days to Next Earnings: 10 Days
Implied Move Monthly: 10.59%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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 6, 2024 AC None $0.00 @$15.00 $1.55
($14.64)
10.59% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 28, 2024 AC 3.3 $16.94 @$17.00 $1.08
($16.94)
6.35% -5.13% I -3.42% I $16.36 $1.05
( $16.36 )
-2.78%
Aug. 7, 2023 AC 3.4 $14.16 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 1, 2023 AC 3.6 $17.07 @$17.50
Nov. 8, 2022 AC 3.7 $13.63 @$12.50
Aug. 8, 2022 AC 2.9 $11.15 @$10.00
May 10, 2022 AC 2.7 $7.30 @$7.50
Feb. 24, 2022 AC 2.6 $14.35 @$15.00
Nov. 8, 2021 AC 2.6 $17.51 @$17.50
Aug. 5, 2021 AC 2.8 $14.63 @$15.00

 
 
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