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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Aon plc (AON) - NYSE Next Earnings Date: OS Estimate: Jan. 31, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 2.3
Avg Daily Volume: 1,054,843    Market Cap: 61.56B
Sector: Financial    Short Interest: 1.58
Live Interactive Chart
Days to Next Earnings: 70 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. 25, 2024 BO 2.1 $356.85 @$360.00 $17.95
($356.85)
4.99% 9.06% O 5.2% O $375.44 $19.35
( $375.44 )
7.8%
July 26, 2024 BO 2.0 $298.95 @$300.00 $18.35
($298.95)
6.12% 8.19% O 8.04% O $323.00 $24.88
( $323.00 )
35.59%
April 26, 2024 BO 1.7 $306.00 @$310.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 2, 2024 BO 1.8 $300.00 @$300.00
Oct. 27, 2023 BO 1.7 $319.71 @$320.00
July 28, 2023 BO 1.7 $337.06 @$340.00
April 28, 2023 BO 1.7 $332.86 @$330.00
Feb. 3, 2023 BO 1.7 $323.00 @$320.00
Oct. 28, 2022 BO 1.6 $282.32 @$280.00
July 29, 2022 BO 1.7 $292.76 @$290.00

 
 
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