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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Marsh & McLennan Companies (MMC) - NYSE Next Earnings Date: OS Estimate: July 25, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 1.2
Avg Daily Volume: 1,796,056    Market Cap: 97.75B
Sector: Financial    Short Interest: 0.91
Live Interactive Chart
Days to Next Earnings: 92 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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 18, 2024 BO 1.1 $197.62 @$200.00 $9.70
($197.62)
4.85% 4.49% I 2.07% I $201.73 $8.10
( $201.73 )
-16.49%
Jan. 25, 2024 BO 1.0 $198.69 @$200.00 $7.75
($198.69)
3.88% -5.22% O -3.82% I $191.09 $9.60
( $191.09 )
23.87%
Oct. 19, 2023 BO 1.1 $189.65 @$190.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 20, 2022 BO 1.3 $156.97 @$155.00
July 21, 2022 BO 1.3 $153.45 @$155.00
April 21, 2022 BO 1.2 $174.41 @$175.00
Jan. 27, 2022 BO 1.2 $154.00 @$155.00

 
 
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