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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Brown & Brown (BRO) - NYSE Next Earnings Date: OS Estimate: April 20, 2026 AC
OS Projected Window: April 20, 2026 to April 25, 2026
EVR: 2.1
Avg Daily Volume: 2,947,821    Market Cap: 27.6B
Sector: Financial    Short Interest: 2.88
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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. 26, 2026 AC 2.0 $79.62 @$80.00 $4.90
($79.62)
6.13% -8.18% O -6.9% O $74.12 $6.70
( $74.12 )
36.73%
Oct. 27, 2025 AC 2.1 $87.76 @$90.00 $5.60
($87.76)
6.22% -7.25% O -6.13% I $82.38 $8.00
( $82.38 )
42.86%
July 28, 2025 AC 1.7 $102.58 @$105.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 28, 2025 AC 1.6 $114.88 @$115.00
Jan. 27, 2025 AC 1.7 $107.84 @$110.00
Oct. 28, 2024 AC 1.7 $103.35 @$105.00
July 22, 2024 AC 1.6 $93.16 @$95.00
April 22, 2024 AC 1.8 $82.50 @$80.00
Jan. 22, 2024 AC 1.9 $75.29 @$75.00
Oct. 23, 2023 AC 1.8 $66.78 @$65.00

 
 
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