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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Reinsurance Group of America (RGA) - NYSE Next Earnings Date: OS Estimate: Sept. 17, 2025 AC
OS Projected Window: Sept. 15, 2025 to Sept. 20, 2025
EVR: 2.7
Avg Daily Volume: 458,476    Market Cap: 12.9B
Sector: Financial    Short Interest: 0.75
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
July 31, 2025 AC 2.4 $192.45 @$190.00 $13.80
($192.45)
7.26% -13.99% O -7.85% O $177.33 $14.30
( $177.33 )
3.62%
May 1, 2025 AC 2.2 $186.94 @$185.00 $14.65
($186.94)
7.92% 11.28% O 5.78% I $197.76 $15.72
( $197.76 )
7.3%
Feb. 6, 2025 AC 2.1 $230.49 @$230.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 22, 2024 AC 2.4 $212.20 @$210.00
Feb. 1, 2024 AC 2.4 $171.88 @$170.00
Nov. 2, 2023 AC 2.5 $148.76 @$150.00
Aug. 3, 2023 AC 2.8 $142.31 @$140.00
May 4, 2023 AC 2.7 $135.26 @$135.00
Feb. 2, 2023 AC 2.7 $146.53 @$145.00
Nov. 3, 2022 AC 2.7 $139.04 @$140.00

 
 
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