Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
The Travelers Companies (TRV) - NYSE Next Earnings Date: July 17, 2026 BO
EVR: 1.8
Avg Daily Volume: 1,921,047    Market Cap: 72.8B
Sector: Financial    Short Interest: 2.82
Live Interactive Chart
Days to Next Earnings: 11 Days
Implied Move Weekly: 4.10%       Expires on: July 17, 2026
Implied Move Monthly: 6.56%       Expires on: Aug. 21, 2026

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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
July 17, 2026 BO None $0.00 @$340.00 $22.25
($339.17)
6.56% -None% -None% $0.00 $0.00
( N/A )
None%
April 16, 2026 BO 2.0 $299.33 @$300.00 $17.90
($299.33)
5.97% -2.31% I -0.16% I $298.84 $14.70
( $298.84 )
-17.88%
Jan. 21, 2026 BO 2.1 $269.61 @$270.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 16, 2025 BO 2.1 $269.45 @$270.00
July 17, 2025 BO 2.2 $252.19 @$250.00
April 16, 2025 BO 2.3 $249.66 @$250.00
Jan. 22, 2025 BO 2.2 $239.16 @$240.00
Oct. 17, 2024 BO 2.0 $242.95 @$240.00
July 19, 2024 BO 1.9 $220.60 @$220.00
April 17, 2024 BO 1.6 $223.12 @$220.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US