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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
MGIC Investment Corporation (MTG) - NYSE Next Earnings Date: OS Estimate: April 30, 2025 AC
OS Projected Window: April 28, 2025 to May 3, 2025
EVR: 1.1
Avg Daily Volume: 2,940,448    Market Cap: 5.8B
Sector: Financial    Short Interest: 4.08
Live Interactive Chart
Days to Next Earnings: 29 Days
Implied Move Monthly: 6.67%       Expires on: May 16, 2025

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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
April 30, 2025 AC None $0.00 @$25.00 $1.68
($25.17)
6.67% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 3, 2025 AC 1.0 $25.14 @$25.00 $2.20
($25.14)
8.8% 3.69% I 1.78% I $25.59 $1.15
( $25.59 )
-47.73%
Oct. 29, 2024 AC 1.2 $25.21 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2024 AC 1.2 $24.84 @$25.00
May 1, 2024 AC 1.3 $20.55 @$20.00
Jan. 31, 2024 AC 1.3 $19.84 @$20.00
Oct. 31, 2023 AC 1.4 $16.84 @$17.50
Aug. 2, 2023 AC 1.3 $16.90 @$17.50
May 3, 2023 AC 1.3 $14.56 @$15.00
Feb. 1, 2023 AC 1.5 $14.23 @$14.00

 
 
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