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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
The Travelers Companies (TRV) - NYSE Next Earnings Date: OS Estimate: July 23, 2025 BO
OS Projected Window: July 21, 2025 to July 26, 2025
EVR: 2.2
Avg Daily Volume: 1,649,763    Market Cap: 55.7B
Sector: Financial    Short Interest: 1.41
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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 16, 2025 BO 2.3 $249.66 @$250.00 $18.65
($249.66)
7.46% 4.29% I 1.12% I $252.48 $14.80
( $252.48 )
-20.64%
Jan. 22, 2025 BO 2.2 $239.16 @$240.00 $14.60
($239.16)
6.08% 6.38% O 3.16% I $246.72 $15.12
( $246.72 )
3.56%
Oct. 17, 2024 BO 2.0 $242.95 @$240.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 19, 2023 BO 1.5 $172.00 @$170.00
Jan. 24, 2023 BO 1.5 $186.36 @$185.00

 
 
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