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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Reynolds Consumer Products Inc. (REYN) - NASDAQ Next Earnings Date: Estimated on May 8, 2024
EVR: 2.1
Avg Daily Volume: 697,548    Market Cap: 5.94B
Sector: None    Short Interest: 1.98
Live Interactive Chart
Days to Next Earnings: 13 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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
Nov. 8, 2023 BO 2.3 $25.71 @$25.00 $1.55
($25.71)
6.2% 4.2% I 4.08% I $26.76 $2.33
( $26.76 )
50.32%
May 10, 2023 BO 2.2 $27.37 @$25.00 $2.40
($27.37)
9.6% 6.46% I 5.33% I $28.83 $3.77
( $28.83 )
57.08%
Feb. 8, 2023 BO 2.0 $28.94 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 8, 2022 BO 2.0 $31.36 @$30.00
Aug. 9, 2022 BO 1.8 $29.63 @$30.00
May 10, 2022 BO 1.8 $29.00 @$30.00
Feb. 9, 2022 BO 1.9 $28.03 @$30.00
Nov. 4, 2021 BO 2.1 $28.35 @$30.00
Aug. 2, 2021 AC 2.1 $28.00 @$30.00
May 5, 2021 BO 2.3 $30.52 @$30.00

 
 
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