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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Aon plc (AON) - NYSE Next Earnings Date: OS Estimate: Oct. 30, 2026 BO
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 2.3
Avg Daily Volume: 1,588,575    Market Cap: 77.3B
Sector: Financial    Short Interest: 2.13
Live Interactive Chart
Days to Next Earnings: 92 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 29, 2026 BO None $381.26 @$380.00 $26.85
($381.26)
7.07% -4.98% I -1.07% I $377.16 $19.20
( $377.16 )
-28.49%
May 1, 2026 BO 2.2 $311.65 @$310.00 $23.65
($311.65)
7.63% 4.77% I -0.04% I $311.51 $14.40
( $311.51 )
-39.11%
Jan. 30, 2026 BO 2.4 $342.95 @$340.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 31, 2025 BO 2.4 $328.19 @$330.00
July 25, 2025 BO 2.4 $356.61 @$360.00
April 25, 2025 BO 2.2 $365.05 @$370.00
Jan. 31, 2025 BO 2.3 $372.15 @$370.00
Oct. 25, 2024 BO 2.1 $356.85 @$360.00
July 26, 2024 BO 2.0 $298.95 @$300.00
April 26, 2024 BO 1.7 $306.00 @$310.00

 
 
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