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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
JP Morgan Chase & Co. (JPM) - NYSE Next Earnings Date: OS Estimate: Oct. 10, 2024 BO
OS Projected Window: Oct. 7, 2024 to Oct. 12, 2024
EVR: 1.6
Avg Daily Volume: 9,453,179    Market Cap: 607.77B
Sector: Financial    Short Interest: 0.81
Live Interactive Chart
Days to Next Earnings: 77 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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 12, 2024 BO 1.7 $207.45 @$207.50 $7.60
($207.45)
3.66% -2.57% I -1.2% I $204.94 $4.38
( $204.94 )
-42.37%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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