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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Jefferies Financial Group Inc. (JEF) - NYSE Next Earnings Date: OS Estimate: June 24, 2026 AC
OS Projected Window: June 22, 2026 to June 27, 2026
EVR: 2.2
Avg Daily Volume: 4,013,128    Market Cap: 7.9B
Sector: None    Short Interest: 2.35
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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
March 25, 2026 AC 2.4 $39.64 @$40.00 $4.93
($39.64)
12.32% 2.29% I 1.61% I $40.28 $4.48
( $40.28 )
-9.13%
Jan. 7, 2026 AC 2.3 $64.67 @$65.00 $4.15
($64.67)
6.38% -8.16% O -5.59% I $61.05 $4.50
( $61.05 )
8.43%
Sept. 29, 2025 AC 2.3 $66.66 @$67.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
March 27, 2024 AC 1.6 $46.13 @$45.00
Jan. 8, 2024 AC 1.6 $40.69 @$40.00

 
 
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