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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AMERISAFE (AMSF) - NASDAQ Next Earnings Date: OS Estimate: Feb. 25, 2026 AC
OS Projected Window: Feb. 23, 2026 to Feb. 28, 2026
EVR: 2.0
Avg Daily Volume: 132,102    Market Cap: 761.2M
Sector: Financial    Short Interest: 0.77
Live Interactive Chart
Days to Next Earnings: 113 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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
Oct. 29, 2025 AC 2.2 $39.73 @$40.00 $3.82
($39.73)
9.55% 3.32% I 0.52% I $39.94 $1.27
( $39.94 )
-66.75%
July 24, 2025 AC 2.2 $43.58 @$45.00 $2.95
($43.58)
6.56% 7.2% O 6.08% I $46.23 $1.27
( $46.23 )
-56.95%
April 29, 2025 AC 2.1 $49.84 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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