Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Brown & Brown (BRO) - NYSE Next Earnings Date: OS Estimate: Jan. 20, 2025 AC
OS Projected Window: Jan. 20, 2025 to Jan. 25, 2025
EVR: 1.7
Avg Daily Volume: 1,371,569    Market Cap: 25.57B
Sector: Financial    Short Interest: 1.56
Live Interactive Chart
Days to Next Earnings: 69 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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. 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 $5.15
($93.16)
5.42% 6.35% O 5.24% I $98.05 $4.80
( $98.05 )
-6.8%
April 22, 2024 AC 1.8 $82.50 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 25, 2022 AC 1.5 $62.39 @$60.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US