Optionslam.com

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

 
The Travelers Companies (TRV) - NYSE Next Earnings Date: April 17, 2024 BO
EVR: 1.6
Avg Daily Volume: 1,133,339    Market Cap: 50.14B
Sector: Financial    Short Interest: 1.54
Live Interactive Chart
Days to Next Earnings: 2 Days
Implied Move Weekly: 4.16%       Expires on: April 19, 2024
Implied Move Monthly: 6.15%       Expires on: May 17, 2024

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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 17, 2024 BO None $0.00 @$220.00 $13.60
($221.06)
6.15% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 19, 2024 BO 1.5 $198.35 @$200.00 $9.00
($198.35)
4.5% 8.03% O 6.71% O $211.67 $13.72
( $211.67 )
52.44%
Oct. 18, 2023 BO 1.6 $169.36 @$170.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 19, 2022 BO 1.6 $166.77 @$165.00
July 21, 2022 BO 1.5 $158.20 @$160.00
April 19, 2022 BO 1.5 $185.22 @$185.00
Jan. 20, 2022 BO 1.5 $160.07 @$160.00

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