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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
American Financial Group (AFG) - NYSE Next Earnings Date: OS Estimate: April 30, 2025 AC
OS Projected Window: April 28, 2025 to May 3, 2025
EVR: 1.7
Avg Daily Volume: 705,331    Market Cap: 11.0B
Sector: Financial    Short Interest: 1.57
Live Interactive Chart
Days to Next Earnings: 29 Days
Implied Move Monthly: 7.42%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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 30, 2025 AC None $0.00 @$130.00 $9.80
($132.11)
7.42% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 4, 2025 AC 1.6 $136.02 @$135.00 $6.80
($136.02)
5.04% -6.81% O -6.23% O $127.54 $9.30
( $127.54 )
36.76%
May 1, 2024 AC 1.6 $128.74 @$130.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 6, 2024 AC 1.7 $119.71 @$120.00
Nov. 1, 2023 AC 1.7 $111.12 @$110.00
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
Nov. 2, 2022 AC 1.4 $140.67 @$140.00
Aug. 3, 2022 AC 1.4 $129.10 @$130.00

 
 
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