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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AMERISAFE (AMSF) - NASDAQ Next Earnings Date: Estimated on July 21, 2026
OS Projected Window: Aug. 17, 2026 to Aug. 22, 2026
EVR: 2.3
Avg Daily Volume: 238,105    Market Cap: 633.9M
Sector: Financial    Short Interest: 4.37
Live Interactive Chart
Implied Move Monthly: 7.58%       Expires on: Aug. 21, 2026

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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
July 21, 2026 AC None $0.00 @$35.00 $2.60
($34.29)
7.58% -None% -None% $0.00 $0.00
( N/A )
None%
April 22, 2026 BO 2.0 $33.15 @$35.00 $3.08
($33.15)
8.8% -11.16% O -9.62% O $29.96 $4.75
( $29.96 )
54.22%
Feb. 25, 2026 AC 2.0 $36.89 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 29, 2025 AC 2.2 $39.73 @$40.00
July 24, 2025 AC 2.2 $43.58 @$45.00
April 29, 2025 AC 2.1 $49.84 @$50.00
Feb. 26, 2025 AC 2.3 $50.83 @$50.00
April 24, 2024 AC 2.1 $50.92 @$50.00
Feb. 21, 2024 AC 2.2 $49.10 @$50.00
Oct. 25, 2023 AC 2.3 $52.44 @$50.00

 
 
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