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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Assurant (AIZ) - NYSE Next Earnings Date: N/A
EVR: 2.3
Avg Daily Volume: 349,137    Market Cap: 8.64B
Sector: Financial    Short Interest: 2.43
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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
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 $9.20
($168.89)
5.41% 6.22% O 3.82% I $175.35 $6.78
( $175.35 )
-26.3%
Oct. 31, 2023 AC 2.1 $148.90 @$150.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 2, 2022 AC 1.8 $171.57 @$170.00
May 3, 2022 AC 1.9 $183.08 @$185.00
Feb. 8, 2022 AC 1.7 $156.04 @$155.00
Nov. 2, 2021 AC 2.0 $161.70 @$160.00

 
 
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