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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Brookfield Reinsurance Ltd. (BNRE) - NYSE Next Earnings Date: OS Estimate: Aug. 8, 2024 BO
OS Projected Window: Aug. 5, 2024 to Aug. 10, 2024
EVR: 1.1
Avg Daily Volume: 10,800    Market Cap: 4.72B
Sector: None    Short Interest: 0.24
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 6
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
May 9, 2024 BO 1.3 $43.61 @$45.00 $2.52
($43.61)
5.6% 1.35% I 1.35% I $44.20 $1.38
( $44.20 )
-45.24%
Feb. 8, 2024 BO 1.4 $39.68 @$40.00 $3.00
($39.68)
7.5% 2.54% I 2.19% I $40.55 $3.00
( $40.55 )
0.0%
Nov. 9, 2023 BO 1.5 $32.20 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 10, 2023 BO 1.5 $33.22 @$35.00
May 11, 2023 BO 0.2 $31.65 @$30.00
Feb. 9, 2023 BO 0.0 $36.75 @$35.00

 
 
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