Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ambac Financial Group (AMBC) - NYSE Next Earnings Date: Estimated on May 5, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 3.6
Avg Daily Volume: 1,432,350    Market Cap: 373.5M
Sector: Financial    Short Interest: 4.58
Live Interactive Chart
Days to Next Earnings: 10 Days
Implied Move Monthly: 28.39%       Expires on: May 16, 2025

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
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 5, 2025 AC None $0.00 @$8.00 $2.20
($7.75)
28.39% -None% I -None% I $0.00 $0.00
( N/A )
None%
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US