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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: Sept. 10, 2026 BO
OS Projected Window: Sept. 7, 2026 to Sept. 12, 2026
EVR: 1.6
Avg Daily Volume: 3,175,506    Market Cap: 9.8B
Sector: Healthcare    Short Interest: 2.51
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
July 22, 2026 BO 1.4 $12.56 @$12.50 $1.38
($12.56)
11.04% -9.55% I -9.39% I $11.38 $1.80
( $11.38 )
30.43%
May 12, 2026 BO 1.2 $13.14 @$12.50 $0.90
($13.14)
7.2% -7.22% O -5.17% I $12.46 $1.40
( $12.46 )
55.56%
Jan. 21, 2026 BO 1.2 $12.94 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 24, 2025 BO 1.3 $14.62 @$15.00
July 23, 2025 BO 1.3 $14.41 @$15.00
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

 
 
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