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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Marsh & McLennan Companies (MMC) - NYSE Next Earnings Date: OS Estimate: Jan. 29, 2026 BO
OS Projected Window: Jan. 26, 2026 to Jan. 31, 2026
EVR: 1.4
Avg Daily Volume: 2,779,088    Market Cap: 93.2B
Sector: Financial    Short Interest: 1.1
Live Interactive Chart
Days to Next Earnings: 98 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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. 16, 2025 BO 1.1 $203.85 @$200.00 $14.25
($203.85)
7.12% -9.18% O -8.52% O $186.48 $15.55
( $186.48 )
9.12%
July 17, 2025 BO 1.2 $211.98 @$210.00 $12.50
($211.98)
5.95% 2.04% I -0.44% I $211.04 $9.15
( $211.04 )
-26.8%
April 17, 2025 BO 1.1 $231.32 @$230.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 30, 2025 BO 1.1 $219.31 @$220.00
Oct. 17, 2024 BO 1.1 $227.91 @$230.00
July 18, 2024 BO 1.2 $220.66 @$220.00
April 18, 2024 BO 1.1 $197.62 @$200.00
Jan. 25, 2024 BO 1.0 $198.69 @$200.00
Oct. 19, 2023 BO 1.1 $189.65 @$190.00
July 20, 2023 BO 1.2 $187.36 @$185.00

 
 
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