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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: April 29, 2026 BO
OS Projected Window: April 27, 2026 to May 2, 2026
EVR: 2.1
Avg Daily Volume: 567,532    Market Cap: 31.2B
Sector: Services    Short Interest: 2.64
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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
Feb. 3, 2026 BO None $316.61 @$320.00 $17.55
($316.61)
5.48% 6.63% O 5.83% O $335.10 $20.50
( $335.10 )
16.81%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 24, 2025 BO 2.3 $325.68 @$330.00
Feb. 4, 2025 BO 2.2 $330.67 @$330.00
Nov. 6, 2024 BO 2.2 $307.92 @$310.00
July 25, 2024 BO 2.2 $267.00 @$270.00
April 25, 2024 BO 2.1 $264.48 @$260.00
Feb. 6, 2024 BO 1.8 $250.46 @$250.00
Oct. 26, 2023 BO 1.4 $207.74 @$210.00

 
 
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