Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
REV Group (REVG) - NYSE Next Earnings Date: Estimated on June 10, 2024
OS Projected Window: June 3, 2024 to June 8, 2024
EVR: 4.9
Avg Daily Volume: 1,133,882    Market Cap: 1.14B
Sector: None    Short Interest: 6.28
Live Interactive Chart
Days to Next Earnings: 46 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 23
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
March 6, 2024 BO 5.2 $20.76 @$22.00 $2.62
($20.76)
11.91% -10.88% I -3.85% I $19.96 $3.30
( $19.96 )
25.95%
Dec. 13, 2023 BO None $17.06 @$17.50 $2.17
($17.06)
12.4% -None% I -None% I $0.00 $1.82
( $18.58 )
-16.13%
Sept. 13, 2023 BO None $0.00 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Sept. 7, 2022 BO 5.5 $10.93 @$10.00
June 7, 2022 BO 5.3 $12.17 @$12.50
March 9, 2022 BO 5.8 $13.05 @$12.50
Dec. 15, 2021 BO 5.3 $15.93 @$15.00
Sept. 8, 2021 BO 5.1 $17.06 @$17.50
June 7, 2021 AC 5.3 $19.62 @$20.00
March 10, 2021 BO 5.0 $14.13 @$15.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US