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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
JP Morgan Chase & Co. (JPM) - NYSE Next Earnings Date: Jan. 14, 2022 BO
EVR: 1.0
Avg Daily Volume: 10,855,639    Market Cap: 466.61B
Sector: Financial    Short Interest: 0.6
Live Interactive Chart
Days to Next Earnings: 38 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
Earnings Date 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 Close Price Straddle @Trade Price Return
Oct. 13, 2021 BO $165.36 @$165.00 $4.03
($165.36)
2.44% -2.87% O $161.00 $4.55
( $161.00 )
12.9%
July 13, 2021 BO $158.00 @$157.50 $4.36
($158.00)
2.77% -2.84% O $155.65 $3.19
( $155.65 )
-26.83%
April 14, 2021 BO $154.09 @$155.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 15, 2021 BO $141.17 @$141.00
Oct. 13, 2020 BO $102.44 @$102.00
July 14, 2020 BO $97.65 @$97.50
April 14, 2020 BO $98.19 @$98.00
Jan. 14, 2020 BO $137.20 @$137.00
Oct. 15, 2019 BO $116.45 @$116.00
July 16, 2019 BO $113.90 @$114.00

 
 
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