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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AMERISAFE (AMSF) - NASDAQ Next Earnings Date: Estimated on July 24, 2025
OS Projected Window: July 7, 2025 to July 12, 2025
EVR: 2.2
Avg Daily Volume: 130,321    Market Cap: 833.1M
Sector: Financial    Short Interest: 0.8
Live Interactive Chart
Days to Next Earnings: 22 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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, 2025 AC 2.1 $49.84 @$50.00 $2.50
($49.84)
5.0% -7.16% O -6.72% O $46.49 $3.48
( $46.49 )
39.2%
Feb. 26, 2025 AC 2.3 $50.83 @$50.00 $5.30
($50.83)
10.6% 0.72% I -0.05% I $50.80 $5.20
( $50.80 )
-1.89%
April 24, 2024 AC 2.1 $50.92 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 21, 2024 AC 2.2 $49.10 @$50.00
Oct. 25, 2023 AC 2.3 $52.44 @$50.00
July 27, 2023 AC 2.5 $55.70 @$55.00
April 26, 2023 AC 2.8 $53.21 @$55.00
Feb. 20, 2023 AC 2.7 $55.64 @$55.00
July 28, 2022 AC 2.7 $47.78 @$50.00
April 27, 2022 AC 2.6 $45.43 @$45.00

 
 
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