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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Reinsurance Group of America (RGA) - NYSE Next Earnings Date: OS Estimate: July 2, 2026 AC
OS Projected Window: June 29, 2026 to July 4, 2026
EVR: 2.8
Avg Daily Volume: 348,026    Market Cap: 12.5B
Sector: Financial    Short Interest: 0.99
Live Interactive Chart
Days to Next Earnings: 44 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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 7, 2026 AC 2.9 $212.81 @$210.00 $13.95
($212.81)
6.64% 4.27% I -1.03% I $210.60 $6.43
( $210.60 )
-53.91%
Feb. 5, 2026 AC 2.7 $205.99 @$210.00 $13.75
($205.99)
6.55% 11.27% O 9.4% O $225.36 $17.60
( $225.36 )
28.0%
Oct. 30, 2025 AC 2.7 $189.00 @$190.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2025 AC 2.4 $192.45 @$190.00
May 1, 2025 AC 2.2 $186.94 @$185.00
Feb. 6, 2025 AC 2.1 $230.49 @$230.00
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

 
 
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