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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Jefferies Financial Group Inc. (JEF) - NYSE Next Earnings Date: OS Estimate: Jan. 7, 2026 AC
OS Projected Window: Jan. 5, 2026 to Jan. 10, 2026
EVR: 2.3
Avg Daily Volume: 3,385,922    Market Cap: 11.7B
Sector: None    Short Interest: 2.17
Live Interactive Chart
Days to Next Earnings: 69 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
Sept. 29, 2025 AC 2.3 $66.66 @$67.50 $6.15
($66.66)
9.11% 4.9% I -1.86% I $65.42 $4.30
( $65.42 )
-30.08%
June 25, 2025 AC 2.2 $55.92 @$55.00 $4.95
($55.92)
9.0% -5.74% I 0.3% I $56.09 $3.55
( $56.09 )
-28.28%
March 26, 2025 AC 1.9 $60.29 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 8, 2025 AC 1.6 $80.13 @$80.00
Sept. 25, 2024 AC 1.6 $61.97 @$62.50
June 26, 2024 AC 1.5 $46.01 @$45.00
March 27, 2024 AC 1.6 $46.13 @$45.00
Jan. 8, 2024 AC 1.6 $40.69 @$40.00
Sept. 27, 2023 AC 1.8 $36.24 @$35.00
June 27, 2023 AC 1.8 $31.94 @$32.50

 
 
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