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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
JP Morgan Chase & Co. (JPM) - NYSE Next Earnings Date: Oct. 13, 2026 BO
EVR: 1.2
Avg Daily Volume: 6,848,867    Market Cap: 934.6B
Sector: Financial Services    Short Interest: 1.06
Live Interactive Chart
Days to Next Earnings: 49 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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 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 $19.12
($313.68)
6.07% -1.53% I -0.81% I $311.12 $16.43
( $311.12 )
-14.07%
Jan. 13, 2026 BO 1.4 $324.49 @$325.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 12, 2024 BO 1.6 $195.43 @$195.00

 
 
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