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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Arthur J. Gallagher & Co. (AJG) - NYSE Next Earnings Date: OS Estimate: Jan. 29, 2026 AC
OS Projected Window: Jan. 26, 2026 to Jan. 31, 2026
EVR: 1.3
Avg Daily Volume: 1,630,330    Market Cap: 63.6B
Sector: Financial    Short Interest: 1.59
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Days to Next Earnings: 45 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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
Oct. 30, 2025 AC 1.2 $262.03 @$260.00 $17.10
($262.03)
6.58% -7.35% O -4.78% I $249.49 $16.30
( $249.49 )
-4.68%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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