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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ambac Financial Group (AMBC) - NYSE Next Earnings Date: Estimated on May 5, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 3.6
Avg Daily Volume: 1,550,539    Market Cap: 404.6M
Sector: Financial    Short Interest: 7.46
Live Interactive Chart
Days to Next Earnings: 34 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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. 26, 2025 AC 3.4 $11.66 @$12.00 $1.35
($11.66)
11.25% -19.38% O -10.8% I $10.40 $1.70
( $10.40 )
25.93%
Nov. 12, 2024 AC 3.2 $11.70 @$12.00 $1.73
($11.70)
14.42% 13.24% I 10.17% I $12.89 $1.75
( $12.89 )
1.16%
May 7, 2024 AC 3.5 $18.04 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 27, 2024 AC 3.4 $16.54 @$17.00
Nov. 7, 2023 AC 3.7 $12.48 @$12.50
Aug. 7, 2023 AC 3.7 $14.16 @$15.00
May 9, 2023 AC 3.6 $14.99 @$15.00
Feb. 28, 2023 AC 3.6 $16.55 @$17.50
Nov. 8, 2022 AC 3.7 $13.63 @$12.50
Aug. 8, 2022 AC 2.9 $11.15 @$10.00

 
 
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