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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. 15, 2026 BO
OS Projected Window: Jan. 12, 2026 to Jan. 17, 2026
EVR: 1.4
Avg Daily Volume: 9,012,897    Market Cap: 818.2B
Sector: Financial    Short Interest: 0.98
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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. 14, 2025 BO 1.4 $307.97 @$310.00 $22.38
($307.97)
7.22% -4.46% I -1.91% I $302.08 $20.15
( $302.08 )
-9.96%
July 15, 2025 BO 1.6 $288.70 @$290.00 $16.45
($288.70)
5.67% 1.12% I -0.74% I $286.55 $14.25
( $286.55 )
-13.37%
April 11, 2025 BO 1.5 $227.11 @$227.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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