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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AMERISAFE (AMSF) - NASDAQ Next Earnings Date: OS Estimate: July 8, 2026 BO
OS Projected Window: July 6, 2026 to July 11, 2026
EVR: 2.3
Avg Daily Volume: 224,818    Market Cap: 580.6M
Sector: Financial    Short Interest: 1.69
Live Interactive Chart
Days to Next Earnings: 59 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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 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 $3.05
($36.89)
8.71% -9.89% O -8.83% O $33.63 $3.47
( $33.63 )
13.77%
Oct. 29, 2025 AC 2.2 $39.73 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 27, 2023 AC 2.5 $55.70 @$55.00

 
 
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