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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Assured Guaranty Ltd. (AGO) - NYSE Next Earnings Date: OS Estimate: Feb. 26, 2025 AC
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 2.6
Avg Daily Volume: 298,829    Market Cap: 4.86B
Sector: Financial    Short Interest: 2.61
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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
Nov. 11, 2024 AC 2.6 $89.56 @$90.00 $6.22
($89.56)
6.91% 6.65% I 2.06% I $91.41 $6.33
( $91.41 )
1.77%
May 7, 2024 AC 2.7 $78.42 @$80.00 $4.90
($78.42)
6.13% 5.62% I 4.66% I $82.08 $3.25
( $82.08 )
-33.67%
Feb. 27, 2024 AC 2.4 $85.64 @$85.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 7, 2023 AC 2.5 $64.34 @$65.00
Aug. 8, 2023 AC 2.4 $62.63 @$65.00
May 9, 2023 AC 2.6 $52.56 @$55.00
Feb. 28, 2023 AC 2.4 $62.41 @$60.00
Aug. 3, 2022 AC 2.2 $58.86 @$60.00
May 5, 2022 AC 2.1 $57.23 @$55.00
Feb. 24, 2022 AC 1.7 $56.20 @$55.00

 
 
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