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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Arthur J. Gallagher & Co. (AJG) - NYSE Next Earnings Date: April 25, 2024 AC
EVR: 1.2
Avg Daily Volume: 870,400    Market Cap: 54.89B
Sector: Financial    Short Interest: 1.27
Live Interactive Chart
Implied Move Monthly: 4.48%       Expires on: May 17, 2024

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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 25, 2024 AC None $0.00 @$240.00 $10.60
($236.81)
4.48% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 25, 2024 AC 1.2 $237.75 @$240.00 $10.45
($237.75)
4.35% -4.48% O -1.98% I $233.03 $9.83
( $233.03 )
-5.93%
Oct. 26, 2023 AC 1.3 $229.89 @$230.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 27, 2022 AC 1.2 $177.53 @$180.00
July 28, 2022 AC 1.1 $176.06 @$175.00
April 28, 2022 AC 1.0 $179.33 @$180.00
Jan. 27, 2022 AC 1.0 $149.33 @$150.00

 
 
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