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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AMERISAFE (AMSF) - NASDAQ Next Earnings Date: N/A
EVR: 2.3
Avg Daily Volume: 112,919    Market Cap: 910.25M
Sector: Financial    Short Interest: 2.04
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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 24, 2024 AC 2.1 $50.92 @$50.00 $4.95
($50.92)
9.9% -11.86% O -10.01% O $45.82 $6.30
( $45.82 )
27.27%
Feb. 21, 2024 AC 2.2 $49.10 @$50.00 $4.40
($49.10)
8.8% 3.42% I 2.89% I $50.52 $4.22
( $50.52 )
-4.09%
Oct. 25, 2023 AC 2.3 $52.44 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2023 AC 2.5 $55.70 @$55.00
April 26, 2023 AC 2.8 $53.21 @$55.00
Feb. 20, 2023 AC 2.7 $55.64 @$55.00
July 28, 2022 AC 2.7 $47.78 @$50.00
April 27, 2022 AC 2.6 $45.43 @$45.00
Feb. 22, 2022 AC 2.4 $53.33 @$55.00
Oct. 27, 2021 AC 2.2 $56.91 @$55.00

 
 
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