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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AGNC Investment Corp. (AGNC) - NASDAQ Next Earnings Date: OS Estimate: Jan. 28, 2025 AC
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 1.3
Avg Daily Volume: 21,121,792    Market Cap: 6.89B
Sector: Financial    Short Interest: 7.03
Live Interactive Chart
Days to Next Earnings: 62 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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
Oct. 21, 2024 AC 1.2 $10.38 @$10.50 $0.56
($10.38)
5.33% -3.56% I -3.56% I $10.01 $0.69
( $10.01 )
23.21%
July 22, 2024 AC 1.3 $10.25 @$10.00 $0.61
($10.25)
6.1% -1.85% I 0.68% I $10.32 $0.50
( $10.32 )
-18.03%
April 22, 2024 AC 1.4 $9.20 @$9.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 22, 2024 AC 1.4 $9.70 @$9.50
Oct. 30, 2023 AC 1.2 $6.94 @$7.00
July 24, 2023 AC 1.3 $10.26 @$10.50
April 24, 2023 AC 1.2 $10.05 @$10.00
Jan. 30, 2023 AC 1.1 $11.28 @$11.50
Oct. 24, 2022 AC 1.1 $7.62 @$7.50
July 25, 2022 AC 1.1 $12.27 @$12.50

 
 
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