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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
REGENXBIO Inc. (RGNX) - NASDAQ Next Earnings Date: OS Estimate: May 6, 2026 BO
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 4.0
Avg Daily Volume: 1,142,246    Market Cap: 566.3M
Sector: None    Short Interest: 9.66
Live Interactive Chart
Days to Next Earnings: 61 Days

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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 5, 2026 BO 4.2 $9.14 @$9.00 $1.43
($9.14)
15.89% -12.36% I -4.59% I $8.72 $0.80
( $8.72 )
-44.06%
Nov. 6, 2025 BO 4.5 $11.61 @$12.00 $1.12
($11.61)
9.33% -5.25% I -3.78% I $11.17 $2.58
( $11.17 )
130.36%
Aug. 7, 2025 BO 4.5 $8.23 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 12, 2025 AC 4.5 $7.97 @$7.50
March 13, 2025 AC 4.2 $6.55 @$7.50
Nov. 6, 2024 AC 3.5 $9.43 @$10.00
Aug. 1, 2024 AC 3.6 $13.31 @$12.50
May 8, 2024 AC 3.8 $16.67 @$17.50
Feb. 27, 2024 AC 3.9 $20.02 @$20.00
Nov. 8, 2023 AC 3.9 $16.41 @$17.50

 
 
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