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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
MGIC Investment Corporation (MTG) - NYSE Next Earnings Date: May 1, 2024 AC
EVR: 1.3
Avg Daily Volume: 2,229,432    Market Cap: 5.34B
Sector: Financial    Short Interest: 4.04
Live Interactive Chart
Days to Next Earnings: 5 Days
Implied Move Monthly: 6.26%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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
May 1, 2024 AC None $0.00 @$20.00 $1.25
($19.97)
6.26% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 31, 2024 AC 1.3 $19.84 @$20.00 $0.93
($19.84)
4.65% -1.71% I 0.65% I $19.97 $0.62
( $19.97 )
-33.33%
Oct. 31, 2023 AC 1.4 $16.84 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 AC 1.3 $16.90 @$17.50
May 3, 2023 AC 1.3 $14.56 @$15.00
Feb. 1, 2023 AC 1.5 $14.23 @$14.00
Nov. 2, 2022 AC 1.6 $13.50 @$13.00
Aug. 3, 2022 AC 1.6 $14.25 @$14.00
May 4, 2022 AC 1.7 $13.80 @$14.00
Feb. 2, 2022 AC 1.7 $15.17 @$15.00

 
 
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