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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Johnson & Johnson (JNJ) - NYSE Next Earnings Date: OS Estimate: July 15, 2025 BO
OS Projected Window: July 14, 2025 to July 19, 2025
EVR: 1.1
Avg Daily Volume: 10,008,092    Market Cap: 369.3B
Sector: Healthcare    Short Interest: 1.03
Live Interactive Chart
Days to Next Earnings: 81 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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
April 15, 2025 BO 1.2 $154.36 @$155.00 $8.45
($154.36)
5.45% -1.46% I -0.47% I $153.62 $6.97
( $153.62 )
-17.51%
Jan. 22, 2025 BO 1.1 $148.15 @$148.00 $6.76
($148.15)
4.57% -4.07% I -1.94% I $145.27 $5.81
( $145.27 )
-14.05%
Oct. 15, 2024 BO 1.2 $161.60 @$160.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 17, 2024 BO 1.1 $151.01 @$150.00
April 16, 2024 BO 1.1 $147.59 @$150.00
Jan. 23, 2024 BO 1.1 $162.47 @$162.50
Oct. 17, 2023 BO 1.1 $157.53 @$160.00
July 20, 2023 BO 1.0 $158.74 @$160.00
April 18, 2023 BO 1.0 $165.67 @$165.00
Jan. 24, 2023 BO 1.0 $168.31 @$167.50

 
 
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