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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 7, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 3.8
Avg Daily Volume: 1,191,495    Market Cap: 350.24M
Sector: N/A    Short Interest: 2.12
Live Interactive Chart
Days to Next Earnings: 11 Days
Implied Move Monthly: 21.01%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 13
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 7, 2024 AC None $0.00 @$10.00 $1.95
($9.28)
21.01% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 28, 2024 AC 3.6 $10.37 @$10.00 $1.33
($10.37)
13.3% 10.8% I -3.66% I $9.99 $1.27
( $9.99 )
-4.51%
Nov. 7, 2023 AC None $0.00 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2023 AC 3.4 $17.77 @$17.50
May 2, 2023 AC None $0.00 @$20.00
Aug. 1, 2022 AC 3.7 $23.21 @$22.50
May 9, 2022 AC 3.6 $22.28 @$22.50
Feb. 28, 2022 AC 2.8 $26.60 @$25.00
Nov. 2, 2021 AC 2.7 $32.33 @$30.00
Aug. 4, 2021 AC 2.9 $36.98 @$35.00

 
 
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