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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Dr. Reddy's Laboratories Ltd (RDY) - NYSE Next Earnings Date: OS Estimate: May 14, 2026 BO
OS Projected Window: May 11, 2026 to May 16, 2026
EVR: 1.2
Avg Daily Volume: 1,917,074    Market Cap: 11.2B
Sector: Healthcare    Short Interest: 1.02
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
Jan. 21, 2026 BO 1.2 $12.94 @$12.50 $1.92
($12.94)
15.36% 3.09% I 2.62% I $13.28 $0.90
( $13.28 )
-53.12%
Oct. 24, 2025 BO 1.3 $14.62 @$15.00 $1.70
($14.62)
11.33% 2.18% I -0.27% I $14.58 $0.85
( $14.58 )
-50.0%
July 23, 2025 BO 1.3 $14.41 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2025 BO 1.2 $13.18 @$12.50
Jan. 23, 2025 BO 1.0 $15.09 @$15.00
July 27, 2024 BO 1.3 $81.22 @$80.00
May 7, 2024 BO 1.2 $74.88 @$75.00
Jan. 30, 2024 BO 1.3 $70.04 @$70.00
Oct. 27, 2023 BO 1.5 $64.60 @$65.00
July 26, 2023 BO 1.5 $65.91 @$65.00

 
 
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