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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Richardson Electronics (RELL) - NASDAQ Next Earnings Date: OS Estimate: July 31, 2024 AC
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 4.8
Avg Daily Volume: 145,748    Market Cap: 120.30M
Sector: Services    Short Interest: 4.63
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 31
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
April 10, 2024 AC 4.4 $9.35 @$10.00 $1.27
($9.35)
12.7% 16.68% O 15.08% O $10.76 $0.97
( $10.76 )
-23.62%
July 20, 2022 AC 4.1 $16.90 @$17.50 $2.17
($16.90)
12.4% -15.79% O -9.82% I $15.24 $2.80
( $15.24 )
29.03%
April 6, 2022 AC 4.2 $12.44 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 5, 2022 AC 3.7 $12.64 @$12.50
Oct. 6, 2021 AC 3.4 $10.09 @$10.00
July 21, 2021 AC 3.3 $8.36 @$7.50
April 8, 2021 BO 3.5 $7.50 @$7.50
Jan. 7, 2021 BO 2.8 $4.70 @$5.00
Oct. 7, 2020 AC 2.7 $4.50 @$5.00
April 9, 2020 BO 2.6 $3.73 @$2.50

 
 
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