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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
MGIC Investment Corporation (MTG) - NYSE Next Earnings Date: OS Estimate: Feb. 5, 2025 AC
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 1.0
Avg Daily Volume: 1,554,301    Market Cap: 5.34B
Sector: Financial    Short Interest: 4.04
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
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
Oct. 29, 2024 AC 1.2 $25.21 @$25.00 $1.40
($25.21)
5.6% 1.98% I 0.59% I $25.36 $1.43
( $25.36 )
2.14%
July 31, 2024 AC 1.2 $24.84 @$25.00 $0.60
($24.84)
2.4% 4.38% O -1.32% I $24.51 $0.62
( $24.51 )
3.33%
May 1, 2024 AC 1.3 $20.55 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 2, 2022 AC 1.6 $13.50 @$13.00
Aug. 3, 2022 AC 1.6 $14.25 @$14.00

 
 
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