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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Brown & Brown (BRO) - NYSE Next Earnings Date: OS Estimate: Oct. 26, 2026 AC
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 2.3
Avg Daily Volume: 2,525,905    Market Cap: 23.6B
Sector: Financial Services    Short Interest: 4.95
Live Interactive Chart
Days to Next Earnings: 66 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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 27, 2026 AC 2.2 $69.70 @$70.00 $6.43
($69.70)
9.19% 6.37% I 5.66% I $73.65 $5.80
( $73.65 )
-9.8%
April 27, 2026 AC 2.1 $66.12 @$65.00 $4.77
($66.12)
7.34% -6.74% I -4.5% I $63.14 $4.58
( $63.14 )
-3.98%
Jan. 26, 2026 AC 2.0 $79.62 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 27, 2025 AC 2.1 $87.76 @$90.00
July 28, 2025 AC 1.7 $102.58 @$105.00
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

 
 
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