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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Arthur J. Gallagher & Co. (AJG) - NYSE Next Earnings Date: OS Estimate: Oct. 29, 2026 AC
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 1.6
Avg Daily Volume: 1,533,580    Market Cap: 61.6B
Sector: Financial Services    Short Interest: 2.61
Live Interactive Chart
Days to Next Earnings: 48 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
July 30, 2026 AC 1.5 $256.46 @$260.00 $19.00
($256.46)
7.31% -5.52% I -2.74% I $249.42 $17.88
( $249.42 )
-5.89%
April 30, 2026 AC 1.4 $206.40 @$210.00 $14.00
($206.40)
6.67% 6.04% I 0.82% I $208.11 $11.55
( $208.11 )
-17.5%
Jan. 29, 2026 AC 1.3 $245.84 @$250.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 30, 2025 AC 1.2 $262.03 @$260.00
July 31, 2025 AC 1.2 $287.25 @$290.00
May 1, 2025 AC 1.2 $317.64 @$320.00
Jan. 30, 2025 AC 1.2 $299.03 @$300.00
Oct. 24, 2024 AC 1.2 $287.55 @$290.00
July 25, 2024 AC 1.2 $273.97 @$270.00
April 25, 2024 AC 1.2 $236.95 @$240.00

 
 
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