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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Assurant (AIZ) - NYSE Next Earnings Date: OS Estimate: May 6, 2025 AC
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 2.2
Avg Daily Volume: 497,282    Market Cap: 10.7B
Sector: Financial    Short Interest: 1.78
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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
Feb. 11, 2025 AC 2.3 $212.80 @$210.00 $10.85
($212.80)
5.17% 2.72% I -2.56% I $207.35 $6.10
( $207.35 )
-43.78%
May 23, 2024 AC 2.4 $166.71 @$165.00 $7.03
($166.71)
4.26% 1.38% I 1.36% I $168.99 $7.60
( $168.99 )
8.11%
Feb. 6, 2024 AC 2.3 $168.89 @$170.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 31, 2023 AC 2.1 $148.90 @$150.00
Aug. 1, 2023 AC 2.1 $135.04 @$135.00
May 2, 2023 AC 1.9 $120.82 @$120.00
Feb. 7, 2023 AC 1.9 $135.65 @$135.00
Nov. 1, 2022 AC 2.0 $134.70 @$135.00
Aug. 2, 2022 AC 1.8 $171.57 @$170.00
May 3, 2022 AC 1.9 $183.08 @$185.00

 
 
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