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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Janus Henderson Group plc (JHG) - NYSE Next Earnings Date: OS Estimate: Aug. 1, 2024 BO
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 2.6
Avg Daily Volume: 1,083,065    Market Cap: 5.04B
Sector: None    Short Interest: 1.81
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 26
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
May 2, 2024 BO 2.8 $31.16 @$30.00 $2.30
($31.16)
7.67% 4.65% I 2.56% I $31.96 $2.35
( $31.96 )
2.17%
Feb. 1, 2024 BO 2.7 $28.76 @$30.00 $1.90
($28.76)
6.33% 8.58% O 4.41% I $30.03 $0.85
( $30.03 )
-55.26%
Nov. 1, 2023 BO 2.7 $23.07 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 BO 2.7 $29.23 @$30.00
May 3, 2023 BO 2.8 $25.79 @$25.00
Feb. 2, 2023 BO 2.2 $26.40 @$25.00
Oct. 27, 2022 BO 2.2 $22.40 @$22.50
July 28, 2022 BO 2.3 $24.62 @$25.00
May 4, 2022 BO 2.0 $31.42 @$30.00
Feb. 3, 2022 BO 2.0 $38.11 @$40.00

 
 
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