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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sturm (RGR) - NYSE Next Earnings Date: Estimated on July 30, 2025
OS Projected Window: June 30, 2025 to July 5, 2025
EVR: 3.7
Avg Daily Volume: 188,479    Market Cap: 579.4M
Sector: Industrial Goods    Short Interest: 2.95
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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
April 30, 2025 AC 3.4 $40.66 @$40.00 $3.55
($40.66)
8.88% -16.15% O -15.88% O $34.20 $5.50
( $34.20 )
54.93%
Feb. 19, 2025 AC 3.2 $35.46 @$35.00 $3.33
($35.46)
9.51% 15.14% O 12.26% O $39.81 $5.22
( $39.81 )
56.76%
May 7, 2024 AC 3.0 $46.33 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 3, 2023 AC 2.7 $57.88 @$57.50
Feb. 22, 2023 AC 2.6 $56.11 @$55.00
Nov. 2, 2022 AC 2.5 $55.62 @$55.00
Aug. 3, 2022 AC 2.5 $66.40 @$67.50

 
 
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