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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sturm (RGR) - NYSE Next Earnings Date: Estimated on May 1, 2024
OS Projected Window: July 1, 2024 to July 6, 2024
EVR: 2.6
Avg Daily Volume: 192,933    Market Cap: 761.86M
Sector: Industrial Goods    Short Interest: 4.04
Live Interactive Chart
Days to Next Earnings: 34 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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 3, 2023 AC 2.5 $57.88 @$57.50 $3.73
($57.88)
6.49% -10.14% O -7.68% O $53.43 $4.55
( $53.43 )
21.98%
Feb. 22, 2023 AC 2.5 $56.11 @$55.00 $4.05
($56.11)
7.36% 9.32% O 7.89% O $60.54 $5.95
( $60.54 )
46.91%
Aug. 3, 2022 AC 2.5 $66.40 @$67.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 4, 2022 AC 2.3 $70.40 @$70.00
Feb. 23, 2022 AC 2.5 $65.13 @$65.00
Nov. 3, 2021 AC 2.4 $81.32 @$82.50
Aug. 4, 2021 AC 2.4 $76.54 @$77.50
May 5, 2021 AC 2.6 $67.22 @$67.50
Feb. 17, 2021 AC 2.8 $68.49 @$67.50
Oct. 28, 2020 AC 3.2 $65.48 @$65.00

 
 
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