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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Willis Towers Watson Public Limited Company (WTW) - NASDAQ Next Earnings Date: OS Estimate: Jan. 2, 2025 BO
OS Projected Window: Dec. 30, 2024 to Jan. 4, 2025
EVR: 2.2
Avg Daily Volume: 570,446    Market Cap: 27.77B
Sector: Services    Short Interest: 0.92
Live Interactive Chart
Days to Next Earnings: 41 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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 BO 2.7 $307.92 @$310.00 $9.55
($307.92)
3.08% 3.95% O 3.04% I $317.31 $10.20
( $317.31 )
6.81%
July 25, 2024 BO 3.1 $267.00 @$270.00 $15.65
($267.00)
5.8% 5.24% I 3.97% I $277.60 $13.45
( $277.60 )
-14.06%
April 25, 2024 BO 3.2 $264.48 @$260.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 6, 2024 BO 3.4 $250.46 @$250.00
Oct. 26, 2023 BO 3.4 $207.74 @$210.00
July 27, 2023 BO 3.2 $232.93 @$230.00
April 27, 2023 BO 3.1 $237.77 @$240.00
Feb. 9, 2023 BO 3.5 $257.12 @$260.00
Nov. 3, 2022 AC 3.9 $217.96 @$220.00
Aug. 4, 2022 AC 4.4 $210.09 @$210.00

 
 
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