Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Aon plc (AON) - NYSE Next Earnings Date: OS Estimate: July 26, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 2.0
Avg Daily Volume: 1,557,188    Market Cap: 62.81B
Sector: Financial    Short Interest: 0.93
Live Interactive Chart
Days to Next Earnings: 69 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
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 26, 2024 BO 1.7 $306.00 @$310.00 $16.30
($306.00)
5.26% -12.39% O -6.85% O $285.03 $26.30
( $285.03 )
61.35%
Feb. 2, 2024 BO 1.8 $300.00 @$300.00 $13.55
($300.00)
4.52% -3.43% I -2.53% I $292.40 $11.05
( $292.40 )
-18.45%
Oct. 27, 2023 BO 1.7 $319.71 @$320.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 28, 2023 BO 1.7 $337.06 @$340.00
April 28, 2023 BO 1.7 $332.86 @$330.00
Feb. 3, 2023 BO 1.7 $323.00 @$320.00
Oct. 28, 2022 BO 1.6 $282.32 @$280.00
July 29, 2022 BO 1.7 $292.76 @$290.00
April 29, 2022 BO 1.5 $318.00 @$320.00
Feb. 4, 2022 BO 1.4 $276.50 @$280.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US