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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Willis Towers Watson Public Limited Company (WTW) - NASDAQ Next Earnings Date: Estimated on Feb. 5, 2026
OS Projected Window: Dec. 22, 2025 to Dec. 27, 2025
EVR: 2.1
Avg Daily Volume: 685,037    Market Cap: 31.2B
Sector: Services    Short Interest: 2.64
Live Interactive Chart
Days to Next Earnings: 48 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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. 30, 2025 BO 2.2 $317.54 @$320.00 $20.55
($317.54)
6.42% 2.51% I -0.17% I $317.00 $14.55
( $317.00 )
-29.2%
Aug. 5, 2025 BO 2.3 $320.67 @$320.00 $10.30
($320.67)
3.22% 1.41% I 1.19% I $324.50 $10.55
( $324.50 )
2.43%
April 24, 2025 BO 2.3 $325.68 @$330.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 4, 2025 BO 2.2 $330.67 @$330.00
Nov. 6, 2024 BO 2.7 $307.92 @$310.00
July 25, 2024 BO 3.1 $267.00 @$270.00
April 25, 2024 BO 3.2 $264.48 @$260.00
Feb. 6, 2024 BO 3.4 $250.46 @$250.00
Oct. 26, 2023 BO 3.4 $207.74 @$210.00
July 27, 2023 BO 3.2 $232.93 @$230.00

 
 
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