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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
James River Group Holdings (JRVR) - NASDAQ Next Earnings Date: OS Estimate: Feb. 23, 2027 AC
OS Projected Window: Feb. 22, 2027 to Feb. 27, 2027
EVR: 5.6
Avg Daily Volume: 260,950    Market Cap: 179.0M
Sector: Financial Services    Short Interest: 3.86
Live Interactive Chart
Days to Next Earnings: 105 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 23
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. 9, 2026 AC None $0.00 @$5.00 $1.07
($3.89)
27.51% -None% -None% $0.00 $0.00
( N/A )
None%
Aug. 10, 2026 AC 5.3 $4.54 @$5.00 $0.47
($4.54)
9.4% -14.53% O -7.48% I $4.20 $1.83
( $4.20 )
289.36%
May 4, 2026 AC 5.1 $6.13 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 2, 2026 AC 5.2 $7.13 @$7.50
Nov. 3, 2025 AC 5.1 $5.17 @$5.00
Aug. 4, 2025 AC 5.4 $5.52 @$5.00
May 5, 2025 AC 5.4 $4.91 @$5.00
March 3, 2025 AC 4.2 $4.90 @$5.00
Nov. 11, 2024 AC 4.0 $6.62 @$7.50
Feb. 28, 2024 AC 3.8 $10.37 @$10.00

 
 
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