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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
JP Morgan Chase & Co. (JPM) - NYSE Next Earnings Date: OS Estimate: July 17, 2025 BO
OS Projected Window: July 14, 2025 to July 19, 2025
EVR: 1.6
Avg Daily Volume: 13,240,668    Market Cap: 588.0B
Sector: Financial    Short Interest: 0.84
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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
April 11, 2025 BO 1.5 $227.11 @$227.50 $18.18
($227.11)
7.99% 5.04% I 4.0% I $236.20 $15.85
( $236.20 )
-12.82%
Jan. 15, 2025 BO 1.7 $247.47 @$245.00 $15.90
($247.47)
6.49% 2.5% I 1.97% I $252.35 $14.34
( $252.35 )
-9.81%
Oct. 11, 2024 BO 1.6 $212.84 @$212.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 12, 2024 BO 1.7 $207.45 @$207.50
April 12, 2024 BO 1.6 $195.43 @$195.00
Jan. 12, 2024 BO 1.6 $170.30 @$170.00
Oct. 13, 2023 BO 1.5 $145.81 @$146.00
July 14, 2023 BO 1.5 $148.87 @$149.00
April 14, 2023 BO 1.4 $128.99 @$129.00
Jan. 13, 2023 BO 1.4 $139.49 @$139.00

 
 
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