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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
American Financial Group (AFG) - NYSE Next Earnings Date: N/A
EVR: 1.6
Avg Daily Volume: 329,520    Market Cap: 10.59B
Sector: Financial    Short Interest: 1.25
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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 1.6 $128.74 @$130.00 $5.53
($128.74)
4.25% -1.72% I -0.82% I $127.68 $5.55
( $127.68 )
0.36%
Feb. 6, 2024 AC 1.7 $119.71 @$120.00 $5.10
($119.71)
4.25% -3.39% I 2.11% I $122.24 $4.75
( $122.24 )
-6.86%
Nov. 1, 2023 AC 1.7 $111.12 @$110.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 AC 1.4 $122.75 @$125.00
May 2, 2023 AC 1.4 $121.21 @$120.00
Feb. 1, 2023 AC 1.4 $138.02 @$140.00
Aug. 3, 2022 AC 1.4 $129.10 @$130.00
May 4, 2022 AC 1.4 $145.78 @$145.00
Feb. 9, 2022 AC 1.4 $132.88 @$133.00
Nov. 2, 2021 AC 1.3 $138.17 @$140.00

 
 
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