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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
T. Rowe Price Group (TROW) - NASDAQ Next Earnings Date: OS Estimate: Feb. 3, 2027 BO
OS Projected Window: Feb. 1, 2027 to Feb. 6, 2027
EVR: 1.6
Avg Daily Volume: 1,992,259    Market Cap: 22.2B
Sector: Financial Services    Short Interest: 11.95
Live Interactive Chart
Days to Next Earnings: 91 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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. 29, 2026 BO 1.7 $104.00 @$105.00 $6.15
($104.00)
5.86% 3.24% I 2.52% I $106.63 $5.60
( $106.63 )
-8.94%
July 31, 2026 BO 1.7 $119.28 @$120.00 $7.95
($119.28)
6.62% -7.57% O -6.31% I $111.75 $9.32
( $111.75 )
17.23%
April 30, 2026 BO 1.8 $100.47 @$100.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 4, 2026 BO 1.6 $102.66 @$105.00
Oct. 31, 2025 BO 1.7 $102.13 @$100.00
Aug. 1, 2025 BO 1.8 $101.45 @$100.00
May 2, 2025 BO 1.8 $88.12 @$90.00
Feb. 5, 2025 BO 1.8 $115.55 @$115.00
Nov. 1, 2024 BO 2.0 $109.86 @$110.00
July 26, 2024 BO 2.0 $115.49 @$115.00

 
 
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