Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
James River Group Holdings (JRVR) - NASDAQ Next Earnings Date: Estimated on May 4, 2026
OS Projected Window: June 1, 2026 to June 6, 2026
EVR: 5.1
Avg Daily Volume: 270,758    Market Cap: 315.8M
Sector: N/A    Short Interest: 2.59
Live Interactive Chart
Days to Next Earnings: 41 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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
March 2, 2026 AC 5.2 $7.13 @$7.50 $0.88
($7.13)
11.73% -13.04% O -6.45% I $6.67 $0.90
( $6.67 )
2.27%
Nov. 3, 2025 AC 5.1 $5.17 @$5.00 $1.23
($5.17)
24.6% 15.08% I 15.08% I $5.95 $1.05
( $5.95 )
-14.63%
Aug. 4, 2025 AC 5.4 $5.52 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 7, 2023 AC 3.6 $14.14 @$15.00
Aug. 7, 2023 AC 3.8 $17.77 @$17.50
May 2, 2023 AC 3.8 $18.99 @$20.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US