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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Affiliated Managers Group (AMG) - NYSE Next Earnings Date: OS Estimate: April 29, 2024 BO
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 2.3
Avg Daily Volume: 243,289    Market Cap: 5.16B
Sector: Financial    Short Interest: 2.06
Live Interactive Chart
Days to Next Earnings: 11 Days
Implied Move Monthly: 7.24%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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
April 29, 2024 BO None $0.00 @$160.00 $11.45
($158.19)
7.24% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 5, 2024 BO 2.3 $149.66 @$150.00 $10.25
($149.66)
6.83% 6.56% I 4.84% I $156.91 $7.88
( $156.91 )
-23.12%
Feb. 6, 2023 BO 2.3 $177.04 @$175.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2022 BO 2.4 $126.38 @$125.00
May 2, 2022 BO 2.7 $125.57 @$125.00
Feb. 7, 2022 BO 2.8 $146.61 @$145.00
Nov. 1, 2021 BO 2.4 $167.88 @$170.00
July 28, 2021 BO 2.5 $167.60 @$170.00
May 3, 2021 BO 2.6 $161.17 @$160.00
Feb. 8, 2021 BO 2.1 $112.41 @$110.00

 
 
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