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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AMERISAFE (AMSF) - NASDAQ Next Earnings Date: Estimated on April 24, 2024
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 2.0
Avg Daily Volume: 175,136    Market Cap: 1.01B
Sector: Financial    Short Interest: 1.37
Live Interactive Chart
Days to Next Earnings: 27 Days
Implied Move Monthly: 5.49%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 36
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 24, 2024 AC None $0.00 @$50.00 $2.73
($49.69)
5.49% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 22, 2024 AC 2.2 $50.52 @$50.00 $4.22
($50.52)
8.44% 1.92% I 0.49% I $50.77 $4.33
( $50.77 )
2.61%
July 27, 2023 AC 2.4 $55.70 @$55.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 27, 2023 AC 2.6 $55.32 @$55.00
Feb. 20, 2023 AC 2.6 $55.64 @$55.00
July 28, 2022 AC 2.7 $47.78 @$50.00
April 27, 2022 AC 2.5 $45.43 @$45.00
Feb. 22, 2022 AC 2.2 $53.33 @$55.00
Oct. 27, 2021 AC 2.2 $56.91 @$55.00
July 28, 2021 AC 2.5 $56.74 @$55.00

 
 
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