Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Rio Tinto Plc (RIO) - NYSE Next Earnings Date: N/A
EVR: 1.3
Avg Daily Volume: 2,851,075    Market Cap: 114.5B
Sector: Basic Materials    Short Interest: 0.74
Live Interactive Chart

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 27
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 28, 2026 AC None $91.64 @$90.00 $7.05
($91.64)
7.83% 3.77% I 2.2% I $93.66 $7.70
( $93.66 )
9.22%
Feb. 19, 2026 BO 1.2 $98.93 @$100.00 $8.65
($98.93)
8.65% -4.89% I -2.61% I $96.34 $9.20
( $96.34 )
6.36%
July 30, 2025 BO 1.1 $62.27 @$62.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2024 BO 1.0 $63.53 @$62.50
Feb. 21, 2024 BO 1.1 $65.92 @$65.00
July 26, 2023 BO 1.1 $69.81 @$70.00
Feb. 22, 2023 BO 1.0 $75.38 @$75.00
July 27, 2022 BO 1.0 $59.11 @$60.00
Feb. 23, 2022 BO 1.1 $77.77 @$77.50
July 28, 2021 BO 1.0 $82.78 @$82.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US