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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
The Travelers Companies (TRV) - NYSE Next Earnings Date: OS Estimate: Jan. 22, 2025 BO
OS Projected Window: Jan. 20, 2025 to Jan. 25, 2025
EVR: 2.2
Avg Daily Volume: 1,220,479    Market Cap: 50.14B
Sector: Financial    Short Interest: 1.54
Live Interactive Chart
Days to Next Earnings: 56 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. 17, 2024 BO 2.0 $242.95 @$240.00 $17.55
($242.95)
7.31% 9.15% O 9.0% O $264.82 $27.68
( $264.82 )
57.72%
July 19, 2024 BO 1.9 $220.60 @$220.00 $13.65
($220.60)
6.2% -8.0% O -7.76% O $203.48 $17.57
( $203.48 )
28.72%
April 17, 2024 BO 1.6 $223.12 @$220.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 19, 2024 BO 1.5 $198.35 @$200.00
Oct. 18, 2023 BO 1.6 $169.36 @$170.00
July 20, 2023 BO 1.6 $170.56 @$170.00
April 19, 2023 BO 1.5 $172.00 @$170.00
Jan. 24, 2023 BO 1.5 $186.36 @$185.00
Oct. 19, 2022 BO 1.6 $166.77 @$165.00
July 21, 2022 BO 1.5 $158.20 @$160.00

 
 
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