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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Arthur J. Gallagher & Co. (AJG) - NYSE Next Earnings Date: May 1, 2025 AC
EVR: 1.2
Avg Daily Volume: 1,416,720    Market Cap: 84.2B
Sector: Financial    Short Interest: 1.46
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Monthly: 6.11%       Expires on: May 16, 2025

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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
May 1, 2025 AC None $0.00 @$330.00 $20.25
($331.52)
6.11% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 30, 2025 AC 1.2 $299.03 @$300.00 $13.90
($299.03)
4.63% 2.91% I 0.93% I $301.82 $12.55
( $301.82 )
-9.71%
Oct. 24, 2024 AC 1.2 $287.55 @$290.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 25, 2024 AC 1.2 $273.97 @$270.00
April 25, 2024 AC 1.2 $236.95 @$240.00
Jan. 25, 2024 AC 1.2 $237.75 @$240.00
Oct. 26, 2023 AC 1.3 $229.89 @$230.00
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

 
 
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