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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Jefferies Financial Group Inc. (JEF) - NYSE Next Earnings Date: Sept. 28, 2026 AC
EVR: 2.4
Avg Daily Volume: 1,944,025    Market Cap: 9.2B
Sector: Financial Services    Short Interest: 3.59
Live Interactive Chart
Days to Next Earnings: 3 Days
Implied Move Monthly: 9.12%       Expires on: Oct. 16, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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. 28, 2026 AC None $0.00 @$47.50 $4.35
($47.68)
9.12% -None% -None% $0.00 $0.00
( N/A )
None%
June 24, 2026 AC 2.2 $57.94 @$57.50 $5.78
($57.94)
10.05% -11.14% O -9.14% I $52.64 $6.27
( $52.64 )
8.48%
March 25, 2026 AC 2.4 $39.64 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 7, 2026 AC 2.3 $64.67 @$65.00
Sept. 29, 2025 AC 2.3 $66.66 @$67.50
June 25, 2025 AC 2.2 $55.92 @$55.00
March 26, 2025 AC 1.9 $60.29 @$60.00
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

 
 
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