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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
The Travelers Companies (TRV) - NYSE Next Earnings Date: Estimated on Oct. 15, 2026
OS Projected Window: Oct. 19, 2026 to Oct. 24, 2026
EVR: 2.0
Avg Daily Volume: 1,711,556    Market Cap: 76.3B
Sector: Financial Services    Short Interest: 2.79
Live Interactive Chart
Days to Next Earnings: 41 Days

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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 1.8 $337.82 @$340.00 $20.65
($337.82)
6.07% 9.65% O 9.22% O $368.98 $35.67
( $368.98 )
72.74%
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

 
 
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