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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Reinsurance Group of America (RGA) - NYSE Next Earnings Date: Estimated on May 2, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 1.3
Avg Daily Volume: 350,741    Market Cap: 12.81B
Sector: Financial    Short Interest: 1.02
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Monthly: 5.85%       Expires on: May 17, 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
May 2, 2024 AC None $0.00 @$190.00 $11.05
($188.78)
5.85% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 2, 2024 AC 1.5 $167.04 @$165.00 $6.25
($167.04)
3.79% 0.89% I 0.43% I $167.76 $6.25
( $167.76 )
0.0%
Nov. 3, 2023 AC 1.7 $152.00 @$150.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 4, 2023 AC 2.1 $140.33 @$140.00
May 5, 2023 AC 2.3 $145.76 @$145.00
Feb. 3, 2023 AC 2.5 $142.03 @$140.00
Nov. 4, 2022 AC 2.7 $142.99 @$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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