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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
James River Group Holdings (JRVR) - NASDAQ Next Earnings Date: OS Estimate: Aug. 19, 2026 AC
OS Projected Window: Aug. 17, 2026 to Aug. 22, 2026
EVR: 5.3
Avg Daily Volume: 371,791    Market Cap: 285.0M
Sector: N/A    Short Interest: 2.65
Live Interactive Chart
Days to Next Earnings: 99 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 21
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 4, 2026 AC 5.1 $6.13 @$5.00 $1.23
($6.13)
24.6% -25.44% O -23.65% I $4.68 $0.85
( $4.68 )
-30.89%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 7, 2023 AC 3.6 $14.14 @$15.00
Aug. 7, 2023 AC 3.8 $17.77 @$17.50

 
 
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