Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Regulus Therapeutics Inc. (RGLS) - NASDAQ Next Earnings Date: OS Estimate: May 9, 2024 AC
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 3.6
Avg Daily Volume: 792,090    Market Cap: 42.67M
Sector: Healthcare    Short Interest: 0.35
Live Interactive Chart
Days to Next Earnings: 14 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 36
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
March 21, 2024 AC 3.6 $2.78 @$2.50 $1.18
($2.78)
47.2% -7.91% I -3.23% I $2.69 $0.88
( $2.69 )
-25.42%
Nov. 9, 2023 AC 3.8 $1.36 @$2.50 $1.12
($1.37)
44.8% -8.75% I -3.64% I $1.32 $1.18
( $1.32 )
5.36%
Aug. 8, 2023 AC None $0.00 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 11, 2023 AC 3.2 $1.73 @$2.50
March 23, 2023 AC 3.0 $1.04 @$2.50
Nov. 10, 2022 AC 3.1 $1.63 @$2.50
Aug. 11, 2022 AC 3.2 $1.65 @$2.50
May 12, 2022 AC 2.8 $0.25 @$2.50
March 10, 2022 AC 2.8 $0.30 @$2.50
Nov. 10, 2021 AC 3.3 $0.44 @$2.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US