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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
JP Morgan Chase & Co. (JPM) - NYSE Next Earnings Date: OS Estimate: July 11, 2024 BO
OS Projected Window: July 8, 2024 to July 13, 2024
EVR: 1.7
Avg Daily Volume: 10,347,796    Market Cap: 524.99B
Sector: Financial    Short Interest: 0.76
Live Interactive Chart
Days to Next Earnings: 77 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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 12, 2024 BO 1.6 $195.43 @$195.00 $8.18
($195.43)
4.19% -6.59% O -6.46% O $182.79 $12.46
( $182.79 )
52.32%
Jan. 12, 2024 BO 1.6 $170.30 @$170.00 $5.71
($170.30)
3.36% 3.52% O -0.73% I $169.05 $3.11
( $169.05 )
-45.53%
Oct. 13, 2023 BO 1.5 $145.81 @$146.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 14, 2023 BO 1.5 $148.87 @$149.00
April 14, 2023 BO 1.4 $128.99 @$129.00
Jan. 13, 2023 BO 1.4 $139.49 @$139.00
Oct. 14, 2022 BO 1.3 $109.37 @$109.00
July 14, 2022 BO 1.2 $111.91 @$110.00
April 13, 2022 BO 1.2 $131.54 @$130.00
Jan. 14, 2022 BO 1.0 $168.23 @$167.50

 
 
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