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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
JP Morgan Chase & Co. (JPM) - NYSE Next Earnings Date: Jan. 15, 2025 BO
EVR: 1.7
Avg Daily Volume: 9,073,730    Market Cap: 612.24B
Sector: Financial    Short Interest: 0.8
Live Interactive Chart
Days to Next Earnings: 54 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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. 11, 2024 BO 1.6 $212.84 @$212.50 $8.22
($212.84)
3.87% 5.53% O 4.43% O $222.29 $10.72
( $222.29 )
30.41%
July 12, 2024 BO 1.7 $207.45 @$207.50 $7.60
($207.45)
3.66% -2.57% I -1.2% I $204.94 $4.38
( $204.94 )
-42.37%
April 12, 2024 BO 1.6 $195.43 @$195.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 14, 2022 BO 1.3 $109.37 @$109.00
July 14, 2022 BO 1.2 $111.91 @$110.00

 
 
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