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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sturm (RGR) - NYSE Next Earnings Date: OS Estimate: Sept. 16, 2026 AC
OS Projected Window: Sept. 14, 2026 to Sept. 19, 2026
EVR: 3.3
Avg Daily Volume: 129,579    Market Cap: 609.4M
Sector: Industrial Goods    Short Interest: 3.41
Live Interactive Chart
Days to Next Earnings: 48 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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
July 29, 2026 AC None $0.00 @$40.00 $2.73
($38.34)
7.12% -None% -None% $0.00 $0.00
( N/A )
None%
May 6, 2026 AC 3.4 $40.51 @$40.00 $3.45
($40.51)
8.62% -10.41% O -3.38% I $39.14 $1.80
( $39.14 )
-47.83%
March 2, 2026 AC 3.7 $37.95 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 18, 2026 AC 4.0 $37.60 @$40.00
Nov. 5, 2025 AC 3.5 $43.86 @$45.00
July 30, 2025 AC 3.7 $12.95 @$35.00
April 30, 2025 AC 3.4 $40.66 @$40.00
Feb. 19, 2025 AC 3.2 $35.46 @$35.00
May 7, 2024 AC 3.0 $46.33 @$45.00
Feb. 21, 2024 AC 3.2 $43.95 @$45.00

 
 
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