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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: July 15, 2026 BO
OS Projected Window: July 13, 2026 to July 18, 2026
EVR: 1.8
Avg Daily Volume: 766,240    Market Cap: 27.1B
Sector: Services    Short Interest: 2.2
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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
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 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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 2.2 $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

 
 
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