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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AGNC Investment Corp. (AGNC) - NASDAQ Next Earnings Date: OS Estimate: April 21, 2025 AC
OS Projected Window: April 21, 2025 to April 26, 2025
EVR: 1.1
Avg Daily Volume: 24,845,457    Market Cap: 8.8B
Sector: Financial    Short Interest: 5.09
Live Interactive Chart
Days to Next Earnings: 20 Days
Implied Move Weekly: 4.43%       Expires on: April 25, 2025
Implied Move Monthly: 8.75%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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 21, 2025 AC None $0.00 @$9.00 $0.83
($9.49)
8.75% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 27, 2025 AC 1.3 $9.79 @$10.00 $0.40
($9.79)
4.0% 0.91% I 0.81% I $9.87 $0.41
( $9.87 )
2.5%
Oct. 21, 2024 AC 1.2 $10.38 @$10.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 22, 2024 AC 1.3 $10.25 @$10.00
April 22, 2024 AC 1.4 $9.20 @$9.00
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

 
 
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