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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 17, 2024 BO
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 2.8
Avg Daily Volume: 481,366    Market Cap: 27.77B
Sector: Services    Short Interest: 0.92
Live Interactive Chart
Implied Move Monthly: 5.96%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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 25, 2024 BO None $264.48 @$260.00 $15.50
($264.48)
5.96% -7.35% O -2.85% I $256.92 $9.20
( $256.92 )
-40.65%
Nov. 2, 2023 AC 3.3 $235.01 @$240.00 $6.92
($235.01)
2.88% 1.11% I 0.53% I $236.26 $6.48
( $236.26 )
-6.36%
Aug. 3, 2023 AC 3.8 $213.79 @$210.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 4, 2023 AC 4.7 $224.29 @$220.00
Feb. 9, 2023 BO 5.7 $257.12 @$260.00
Nov. 3, 2022 AC 6.3 $217.96 @$220.00
Aug. 4, 2022 AC 6.8 $210.09 @$210.00
April 28, 2022 BO 7.4 $232.94 @$230.00
May 2, 2019 AC None $0.00 @$20.00
Feb. 26, 2019 AC 6.9 $29.57 @$29.50

 
 
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