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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AMERISAFE (AMSF) - NASDAQ Next Earnings Date: Estimated on April 28, 2026
OS Projected Window: May 11, 2026 to May 16, 2026
EVR: 2.0
Avg Daily Volume: 177,525    Market Cap: 786.7M
Sector: Financial    Short Interest: 0.75
Live Interactive Chart
Days to Next Earnings: 54 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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
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 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 26, 2023 AC 2.8 $53.21 @$55.00

 
 
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