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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Rambus (RMBS) - NASDAQ Next Earnings Date: OS Estimate: July 29, 2024 AC
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 3.7
Avg Daily Volume: 1,392,545    Market Cap: 6.76B
Sector: Technology    Short Interest: 4.27
Live Interactive Chart
Days to Next Earnings: 88 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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 29, 2024 AC None $60.48 @$60.00 $6.85
($60.48)
11.42% -9.44% I -9.35% I $54.82 $6.28
( $54.82 )
-8.32%
Feb. 5, 2024 AC 3.2 $68.37 @$67.50 $7.80
($68.37)
11.56% -19.81% O -19.17% O $55.26 $12.93
( $55.26 )
65.77%
Oct. 30, 2023 AC 3.0 $49.62 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2023 AC 2.3 $62.61 @$62.50
May 1, 2023 AC 2.3 $45.28 @$45.00
Feb. 6, 2023 AC 2.2 $43.12 @$43.00
Oct. 31, 2022 AC 2.1 $30.16 @$30.00
Aug. 1, 2022 AC 2.2 $25.26 @$25.00
May 2, 2022 AC 2.1 $25.51 @$26.00
Feb. 7, 2022 AC 2.2 $25.16 @$25.00

 
 
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