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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Willis Towers Watson Public Limited Company (WTW) - NASDAQ Next Earnings Date: OS Estimate: Oct. 29, 2026 AC
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 1.6
Avg Daily Volume: 585,442    Market Cap: 32.0B
Sector: Financial Services    Short Interest: 3.98
Live Interactive Chart
Days to Next Earnings: 80 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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
Aug. 5, 2026 AC 1.8 $338.07 @$340.00 $14.05
($338.07)
4.13% 1.16% I 0.57% I $340.01 $14.60
( $340.01 )
3.91%
May 7, 2026 BO 2.0 $252.41 @$250.00 $10.68
($252.41)
4.27% 2.66% I 2.24% I $258.07 $12.12
( $258.07 )
13.48%
Feb. 3, 2026 BO 2.1 $316.61 @$320.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 30, 2025 BO 2.2 $317.54 @$320.00
Aug. 5, 2025 BO 2.3 $320.67 @$320.00
April 24, 2025 BO 2.3 $325.68 @$330.00
Feb. 4, 2025 BO 2.2 $330.67 @$330.00
Nov. 6, 2024 BO 2.3 $307.92 @$310.00
July 25, 2024 BO 2.4 $267.00 @$270.00
April 25, 2024 BO 2.3 $264.48 @$260.00

 
 
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