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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Marsh & McLennan Companies (MMC) - NYSE Next Earnings Date: OS Estimate: July 24, 2025 BO
OS Projected Window: July 21, 2025 to July 26, 2025
EVR: 1.2
Avg Daily Volume: 2,331,761    Market Cap: 115.7B
Sector: Financial    Short Interest: 1.06
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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
April 17, 2025 BO 1.1 $231.32 @$230.00 $15.05
($231.32)
6.54% -7.78% O -4.86% I $220.07 $14.28
( $220.07 )
-5.12%
Jan. 30, 2025 BO 1.1 $219.31 @$220.00 $7.95
($219.31)
3.61% 1.91% I 0.69% I $220.83 $7.78
( $220.83 )
-2.14%
Oct. 17, 2024 BO 1.1 $227.91 @$230.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 20, 2023 BO 1.2 $173.56 @$175.00
Jan. 26, 2023 BO 1.2 $173.28 @$175.00

 
 
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