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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sturm (RGR) - NYSE Next Earnings Date: Estimated on April 29, 2026
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 3.4
Avg Daily Volume: 167,179    Market Cap: 541.1M
Sector: Industrial Goods    Short Interest: 7.59
Live Interactive Chart
Days to Next Earnings: 47 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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 2, 2026 AC 3.7 $37.95 @$40.00 $4.35
($37.95)
10.87% -4.71% I 0.68% I $38.21 $3.73
( $38.21 )
-14.25%
Feb. 18, 2026 AC 4.0 $37.60 @$40.00 $5.33
($37.60)
13.32% 2.2% I 2.04% I $38.37 $4.28
( $38.37 )
-19.7%
Nov. 5, 2025 AC 3.5 $43.86 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 1, 2023 AC 2.8 $54.39 @$55.00
Aug. 2, 2023 AC 2.8 $52.29 @$50.00

 
 
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