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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Willis Towers Watson Public Limited Company (WTW) - NASDAQ Next Earnings Date: OS Estimate: July 17, 2024 BO
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 3.1
Avg Daily Volume: 447,476    Market Cap: 27.77B
Sector: Services    Short Interest: 0.92
Live Interactive Chart
Days to Next Earnings: 67 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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 BO 3.2 $264.48 @$260.00 $15.50
($264.48)
5.96% -7.35% O -2.85% I $256.92 $9.20
( $256.92 )
-40.65%
Feb. 6, 2024 BO 3.4 $250.46 @$250.00 $13.05
($250.46)
5.22% 7.57% O 7.18% O $268.45 $21.70
( $268.45 )
66.28%
Oct. 26, 2023 BO 3.4 $207.74 @$210.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2023 BO 3.2 $232.93 @$230.00
April 27, 2023 BO 3.1 $237.77 @$240.00
Feb. 9, 2023 BO 3.5 $257.12 @$260.00
Nov. 3, 2022 AC 3.9 $217.96 @$220.00
Aug. 4, 2022 AC 4.4 $210.09 @$210.00
April 28, 2022 BO 4.5 $232.94 @$230.00
May 2, 2019 AC 4.9 $178.50 @$20.00

 
 
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