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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Arthur J. Gallagher & Co. (AJG) - NYSE Next Earnings Date: OS Estimate: July 25, 2024 AC
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 1.2
Avg Daily Volume: 807,974    Market Cap: 51.16B
Sector: Financial    Short Interest: 1.11
Live Interactive Chart
Days to Next Earnings: 52 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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 25, 2024 AC 1.2 $236.95 @$240.00 $10.85
($236.95)
4.52% -1.94% I -1.19% I $234.11 $8.20
( $234.11 )
-24.42%
Jan. 25, 2024 AC 1.2 $237.75 @$240.00 $10.45
($237.75)
4.35% -4.48% O -1.98% I $233.03 $9.83
( $233.03 )
-5.93%
Oct. 26, 2023 AC 1.3 $229.89 @$230.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2023 AC 1.4 $217.15 @$220.00
April 27, 2023 AC 1.4 $209.05 @$210.00
Jan. 26, 2023 AC 1.4 $197.25 @$195.00
Oct. 27, 2022 AC 1.2 $177.53 @$180.00
July 28, 2022 AC 1.1 $176.06 @$175.00
April 28, 2022 AC 1.0 $179.33 @$180.00
Jan. 27, 2022 AC 1.0 $149.33 @$150.00

 
 
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