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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. 29, 2026
OS Projected Window: Sept. 14, 2026 to Sept. 19, 2026
EVR: 2.6
Avg Daily Volume: 358,472    Market Cap: 16.2B
Sector: Financial Services    Short Interest: 1.42
Live Interactive Chart
Days to Next Earnings: 48 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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
Aug. 6, 2026 AC 2.8 $236.31 @$240.00 $15.00
($236.31)
6.25% 4.99% I 4.24% I $246.33 $10.35
( $246.33 )
-31.0%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 30, 2025 AC 2.7 $189.00 @$190.00
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

 
 
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