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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Aon plc (AON) - NYSE Next Earnings Date: OS Estimate: May 1, 2026 BO
OS Projected Window: April 27, 2026 to May 2, 2026
EVR: 2.2
Avg Daily Volume: 1,732,505    Market Cap: 75.3B
Sector: Financial    Short Interest: 0.88
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
Jan. 30, 2026 BO 2.4 $342.95 @$340.00 $21.10
($342.95)
6.21% 2.58% I 1.95% I $349.64 $17.20
( $349.64 )
-18.48%
Oct. 31, 2025 BO 2.4 $328.19 @$330.00 $22.80
($328.19)
6.91% 6.22% I 3.8% I $340.68 $18.45
( $340.68 )
-19.08%
July 25, 2025 BO 2.4 $356.61 @$360.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 2, 2024 BO 1.8 $300.00 @$300.00
Oct. 27, 2023 BO 1.7 $319.71 @$320.00

 
 
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