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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Johnson & Johnson (JNJ) - NYSE Next Earnings Date: OS Estimate: Jan. 21, 2025 BO
OS Projected Window: Jan. 20, 2025 to Jan. 25, 2025
EVR: 1.1
Avg Daily Volume: 7,041,631    Market Cap: 355.49B
Sector: Healthcare    Short Interest: 0.66
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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. 15, 2024 BO 1.2 $161.60 @$160.00 $7.80
($161.60)
4.88% 3.18% I 1.54% I $164.10 $7.91
( $164.10 )
1.41%
July 17, 2024 BO 1.1 $151.01 @$150.00 $6.64
($151.01)
4.43% 4.29% I 3.68% I $156.58 $8.71
( $156.58 )
31.17%
April 16, 2024 BO 1.1 $147.59 @$150.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 23, 2024 BO 1.1 $162.47 @$162.50
Oct. 17, 2023 BO 1.1 $157.53 @$160.00
July 20, 2023 BO 1.0 $158.74 @$160.00
April 18, 2023 BO 1.0 $165.67 @$165.00
Jan. 24, 2023 BO 1.0 $168.31 @$167.50
Oct. 18, 2022 BO 1.0 $166.59 @$165.00
July 19, 2022 BO 1.1 $174.23 @$175.00

 
 
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