Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
JP Morgan Chase & Co. (JPM) - NYSE Next Earnings Date: July 15, 2025 BO
EVR: 1.6
Avg Daily Volume: 10,101,735    Market Cap: 797.9B
Sector: Financial    Short Interest: 0.95
Live Interactive Chart
Days to Next Earnings: 15 Days
Implied Move Weekly: 4.82%       Expires on: July 18, 2025
Implied Move Monthly: 6.89%       Expires on: Aug. 15, 2025

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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
July 15, 2025 BO None $0.00 @$285.00 $19.77
($287.11)
6.89% -None% I -None% I $0.00 $0.00
( N/A )
None%
April 11, 2025 BO 1.5 $227.11 @$227.50 $18.18
($227.11)
7.99% 5.05% I 4.0% I $236.20 $15.85
( $236.20 )
-12.82%
Jan. 15, 2025 BO 1.7 $247.47 @$245.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 11, 2024 BO 1.6 $212.84 @$212.50
July 12, 2024 BO 1.7 $207.45 @$207.50
April 12, 2024 BO 1.6 $195.43 @$195.00
Jan. 12, 2024 BO 1.6 $170.30 @$170.00
Oct. 13, 2023 BO 1.5 $145.81 @$146.00
July 14, 2023 BO 1.5 $148.87 @$149.00
April 14, 2023 BO 1.4 $128.99 @$129.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US