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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Reinsurance Group of America (RGA) - NYSE Next Earnings Date: Estimated on Oct. 31, 2024
EVR: 2.1
Avg Daily Volume: 306,833    Market Cap: 12.81B
Sector: Financial    Short Interest: 1.02
Live Interactive Chart
Days to Next Earnings: 9 Days
Implied Move Monthly: 6.78%       Expires on: Nov. 15, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
Oct. 31, 2024 AC None $0.00 @$220.00 $14.60
($215.26)
6.78% -None% I -None% I $0.00 $0.00
( N/A )
None%
May 22, 2024 AC 2.4 $212.20 @$210.00 $7.55
($212.20)
3.6% -1.77% I -1.21% I $209.63 $8.12
( $209.63 )
7.55%
Feb. 1, 2024 AC 2.4 $171.88 @$170.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 4, 2022 AC 2.7 $113.56 @$115.00
May 5, 2022 AC 2.6 $110.17 @$110.00
Feb. 3, 2022 AC 2.5 $110.73 @$110.00

 
 
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