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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
JP Morgan Chase & Co. (JPM) - NYSE Next Earnings Date: OS Estimate: Jan. 14, 2027 BO
OS Projected Window: Jan. 11, 2027 to Jan. 16, 2027
EVR: 1.2
Avg Daily Volume: 8,010,080    Market Cap: 885.2B
Sector: Financial Services    Short Interest: 0.91
Live Interactive Chart
Days to Next Earnings: 92 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 73
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
Oct. 13, 2026 BO None $334.30 @$335.00 $20.35
($334.30)
6.07% 3.0% I -0.85% I $331.43 $19.23
( $331.43 )
-5.5%
July 14, 2026 BO 1.3 $334.53 @$335.00 $21.43
($334.53)
6.4% 3.04% I 2.49% I $342.89 $22.15
( $342.89 )
3.36%
April 14, 2026 BO 1.4 $313.68 @$315.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 13, 2026 BO 1.4 $324.49 @$325.00
Oct. 14, 2025 BO 1.4 $307.97 @$310.00
July 15, 2025 BO 1.6 $288.70 @$290.00
April 11, 2025 BO 1.5 $227.11 @$227.50
Jan. 15, 2025 BO 1.7 $247.47 @$245.00
Oct. 11, 2024 BO 1.6 $212.84 @$212.50
July 12, 2024 BO 1.7 $207.45 @$207.50

 
 
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