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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Brown & Brown (BRO) - NYSE Next Earnings Date: OS Estimate: July 22, 2024 AC
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 1.6
Avg Daily Volume: 1,233,434    Market Cap: 24.02B
Sector: Financial    Short Interest: 1.3
Live Interactive Chart
Days to Next Earnings: 49 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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 22, 2024 AC 1.8 $82.50 @$80.00 $5.15
($82.50)
6.44% -1.22% I 0.52% I $82.93 $4.53
( $82.93 )
-12.04%
Jan. 22, 2024 AC 1.9 $75.29 @$75.00 $4.10
($75.29)
5.47% 6.24% O 4.8% I $78.91 $4.82
( $78.91 )
17.56%
Oct. 23, 2023 AC 1.8 $66.78 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 24, 2023 AC 1.8 $70.63 @$70.00
April 24, 2023 AC 1.8 $61.06 @$60.00
Jan. 23, 2023 AC 1.7 $61.96 @$60.00
Oct. 24, 2022 AC 1.4 $63.08 @$65.00
July 25, 2022 AC 1.5 $62.39 @$60.00
April 25, 2022 AC 1.5 $68.45 @$70.00
Jan. 24, 2022 AC 1.6 $64.61 @$65.00

 
 
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