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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Brown & Brown (BRO) - NYSE Next Earnings Date: Jan. 27, 2025 AC
EVR: 1.7
Avg Daily Volume: 1,261,656    Market Cap: 25.57B
Sector: Financial    Short Interest: 1.56
Live Interactive Chart
Days to Next Earnings: 12 Days
Implied Move Monthly: 6.47%       Expires on: Feb. 21, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
Jan. 27, 2025 AC None $0.00 @$105.00 $6.70
($103.63)
6.47% -None% I -None% I $0.00 $0.00
( N/A )
None%
Oct. 28, 2024 AC 1.7 $103.35 @$105.00 $5.67
($103.35)
5.4% 3.44% I 1.63% I $105.04 $4.67
( $105.04 )
-17.64%
July 22, 2024 AC 1.6 $93.16 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 22, 2024 AC 1.8 $82.50 @$80.00
Jan. 22, 2024 AC 1.9 $75.29 @$75.00
Oct. 23, 2023 AC 1.8 $66.78 @$65.00
July 24, 2023 AC 1.8 $70.63 @$70.00
April 24, 2023 AC 1.8 $61.06 @$60.00
Jan. 23, 2023 AC 1.7 $61.96 @$60.00
Oct. 24, 2022 AC 1.4 $63.08 @$65.00

 
 
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