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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
James River Group Holdings (JRVR) - NASDAQ Next Earnings Date: Estimated on May 5, 2025
OS Projected Window: June 2, 2025 to June 7, 2025
EVR: 5.4
Avg Daily Volume: 251,434    Market Cap: 185.8M
Sector: N/A    Short Interest: 4.21
Live Interactive Chart
Days to Next Earnings: 10 Days
Implied Move Monthly: 26.71%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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 5, 2025 AC None $0.00 @$5.00 $1.17
($4.38)
26.71% -None% I -None% I $0.00 $0.00
( N/A )
None%
March 3, 2025 AC 4.2 $4.90 @$5.00 $0.90
($4.90)
18.0% -38.77% O -28.36% O $3.51 $1.62
( $3.51 )
80.0%
Nov. 11, 2024 AC 4.0 $6.62 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 27, 2023 AC 3.5 $22.42 @$22.50
Nov. 1, 2022 AC 3.4 $25.75 @$25.00
Aug. 1, 2022 AC 3.7 $23.21 @$22.50

 
 
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