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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Jackson Financial Inc. (JXN) - NYSE Next Earnings Date: OS Estimate: Feb. 25, 2025 AC
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 4.1
Avg Daily Volume: 694,860    Market Cap: 5.15B
Sector: None    Short Interest: 5.18
Live Interactive Chart
Days to Next Earnings: 95 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 13
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
Nov. 6, 2024 AC 4.2 $113.74 @$115.00 $11.35
($113.74)
9.87% -5.48% I -2.41% I $110.99 $6.08
( $110.99 )
-46.43%
Aug. 7, 2024 AC 4.4 $74.45 @$75.00 $7.55
($74.45)
10.07% 12.62% O 9.93% I $81.85 $7.35
( $81.85 )
-2.65%
May 8, 2024 AC 4.4 $73.41 @$75.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 21, 2024 AC 4.7 $50.33 @$50.00
Nov. 8, 2023 AC 4.6 $38.94 @$40.00
Aug. 8, 2023 AC 5.2 $32.42 @$30.00
May 9, 2023 AC 4.7 $34.53 @$35.00
Feb. 28, 2023 AC 5.0 $45.38 @$45.00
Nov. 9, 2022 AC 4.3 $31.10 @$30.00
Aug. 9, 2022 AC 3.9 $28.58 @$30.00

 
 
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