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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
The Travelers Companies (TRV) - NYSE Next Earnings Date: April 16, 2025 BO
EVR: 2.3
Avg Daily Volume: 1,414,138    Market Cap: 55.7B
Sector: Financial    Short Interest: 1.41
Live Interactive Chart
Days to Next Earnings: 15 Days
Implied Move Weekly: 5.56%       Expires on: April 17, 2025
Implied Move Monthly: 7.65%       Expires on: May 16, 2025

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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 16, 2025 BO None $0.00 @$260.00 $20.25
($264.54)
7.65% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 22, 2025 BO 2.2 $239.16 @$240.00 $14.60
($239.16)
6.08% 6.38% O 3.16% I $246.72 $15.12
( $246.72 )
3.56%
Oct. 17, 2024 BO 2.0 $242.95 @$240.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 19, 2024 BO 1.9 $220.60 @$220.00
April 17, 2024 BO 1.6 $223.12 @$220.00
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

 
 
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