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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Reynolds Consumer Products Inc. (REYN) - NASDAQ Next Earnings Date: OS Estimate: Aug. 5, 2026 BO
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 2.7
Avg Daily Volume: 1,117,031    Market Cap: 4.7B
Sector: None    Short Interest: 3.05
Live Interactive Chart
Days to Next Earnings: 54 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 26
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
May 6, 2026 BO 2.7 $21.29 @$22.50 $2.65
($21.29)
11.78% 5.68% I 2.91% I $21.91 $1.50
( $21.91 )
-43.4%
Feb. 4, 2026 BO 2.3 $21.81 @$22.50 $1.10
($21.81)
4.89% 16.27% O 9.62% O $23.91 $0.25
( $23.91 )
-77.27%
Oct. 29, 2025 BO 2.3 $23.69 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 30, 2025 BO 2.2 $21.56 @$22.50
April 30, 2025 BO 2.3 $23.70 @$22.50
Feb. 5, 2025 BO 2.3 $27.81 @$30.00
Oct. 30, 2024 BO 2.3 $29.52 @$30.00
Aug. 7, 2024 BO 2.1 $28.57 @$30.00
May 8, 2024 BO 2.3 $28.41 @$30.00
Feb. 7, 2024 BO 2.3 $27.82 @$30.00

 
 
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