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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
REV Group (REVG) - NYSE Next Earnings Date: Estimated on March 4, 2026
OS Projected Window: March 23, 2026 to March 28, 2026
EVR: 5.5
Avg Daily Volume: 526,904    Market Cap: 2.5B
Sector: None    Short Interest: 6.15
Live Interactive Chart
Days to Next Earnings: 37 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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
Dec. 10, 2025 BO 6.2 $55.65 @$55.00 $6.12
($55.65)
11.13% 6.99% I 5.91% I $58.94 $6.58
( $58.94 )
7.52%
Sept. 3, 2025 BO 5.8 $51.80 @$50.00 $6.38
($51.80)
12.76% 22.35% O 12.58% I $58.32 $8.83
( $58.32 )
38.4%
June 4, 2025 BO 5.7 $37.22 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 5, 2025 BO 5.8 $27.30 @$25.00
Dec. 11, 2024 BO 5.6 $29.60 @$30.00
Sept. 4, 2024 BO 5.2 $30.21 @$30.00
June 5, 2024 BO 5.2 $24.79 @$25.00
March 6, 2024 BO 5.7 $20.76 @$22.00
Dec. 13, 2023 BO 5.7 $17.06 @$17.50
Sept. 13, 2023 BO 5.8 $12.88 @$12.50

 
 
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