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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Arthur J. Gallagher & Co. (AJG) - NYSE Next Earnings Date: OS Estimate: Jan. 30, 2025 AC
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 1.2
Avg Daily Volume: 829,825    Market Cap: 51.16B
Sector: Financial    Short Interest: 1.11
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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. 24, 2024 AC 1.2 $287.55 @$290.00 $14.65
($287.55)
5.05% -3.51% I -1.59% I $282.97 $13.50
( $282.97 )
-7.85%
July 25, 2024 AC 1.2 $273.97 @$270.00 $13.85
($273.97)
5.13% 3.62% I 3.5% I $283.58 $16.72
( $283.58 )
20.72%
April 25, 2024 AC 1.2 $236.95 @$240.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 25, 2024 AC 1.2 $237.75 @$240.00
Oct. 26, 2023 AC 1.3 $229.89 @$230.00
July 27, 2023 AC 1.4 $217.15 @$220.00
April 27, 2023 AC 1.4 $209.05 @$210.00
Jan. 26, 2023 AC 1.4 $197.25 @$195.00
Oct. 27, 2022 AC 1.2 $177.53 @$180.00
July 28, 2022 AC 1.1 $176.06 @$175.00

 
 
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