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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 16, 2025 BO
OS Projected Window: July 14, 2025 to July 19, 2025
EVR: 2.3
Avg Daily Volume: 762,836    Market Cap: 32.8B
Sector: Services    Short Interest: 1.13
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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 24, 2025 BO None $325.68 @$330.00 $19.70
($325.68)
5.97% -6.48% O -5.71% I $307.06 $24.55
( $307.06 )
24.62%
Feb. 4, 2025 BO 2.2 $330.67 @$330.00 $17.55
($330.67)
5.32% -8.32% O -3.13% I $320.31 $13.38
( $320.31 )
-23.76%
Nov. 6, 2024 BO 2.7 $307.92 @$310.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 27, 2023 BO 3.1 $237.77 @$240.00
Feb. 9, 2023 BO 3.5 $257.12 @$260.00

 
 
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