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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
The Travelers Companies (TRV) - NYSE Next Earnings Date: OS Estimate: Jan. 21, 2026 BO
OS Projected Window: Jan. 19, 2026 to Jan. 24, 2026
EVR: 2.1
Avg Daily Volume: 1,420,722    Market Cap: 62.4B
Sector: Financial    Short Interest: 1.6
Live Interactive Chart
Days to Next Earnings: 37 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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. 16, 2025 BO 2.1 $269.45 @$270.00 $20.00
($269.45)
7.41% -6.37% I -2.92% I $261.57 $17.40
( $261.57 )
-13.0%
July 17, 2025 BO 2.2 $252.19 @$250.00 $15.00
($252.19)
6.0% 4.08% I 3.81% I $261.81 $16.18
( $261.81 )
7.87%
April 16, 2025 BO 2.3 $249.66 @$250.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Jan. 19, 2024 BO 1.5 $198.35 @$200.00
Oct. 18, 2023 BO 1.6 $169.36 @$170.00
July 20, 2023 BO 1.6 $170.56 @$170.00

 
 
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