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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. 30, 2025 AC
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 1.2
Avg Daily Volume: 1,578,223    Market Cap: 77.7B
Sector: Financial    Short Interest: 0.96
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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 31, 2025 AC 1.2 $287.25 @$290.00 $14.65
($287.25)
5.05% -3.38% I -1.07% I $284.17 $13.18
( $284.17 )
-10.03%
May 1, 2025 AC 1.2 $317.64 @$320.00 $16.05
($317.64)
5.02% 4.65% I 4.23% I $331.08 $16.97
( $331.08 )
5.73%
Jan. 30, 2025 AC 1.2 $299.03 @$300.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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