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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Rivian Automotive (RIVN) - NASDAQ Next Earnings Date: OS Estimate: Feb. 24, 2026 AC
OS Projected Window: Feb. 23, 2026 to Feb. 28, 2026
EVR: 4.2
Avg Daily Volume: 58,689,735    Market Cap: 18.5B
Sector: None    Short Interest: 13.35
Live Interactive Chart
Days to Next Earnings: 69 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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
Nov. 4, 2025 AC 3.6 $12.50 @$12.50 $1.75
($12.50)
14.0% 26.79% O 23.36% O $15.42 $3.14
( $15.42 )
79.43%
Aug. 5, 2025 AC 3.8 $12.15 @$12.00 $1.54
($12.15)
12.83% -4.77% I -4.19% I $11.64 $0.88
( $11.64 )
-42.86%
May 6, 2025 AC 4.6 $13.50 @$13.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 20, 2025 AC 4.7 $13.61 @$14.00
Nov. 7, 2024 AC 4.9 $10.05 @$10.00
Aug. 6, 2024 AC 5.2 $14.80 @$15.00
May 7, 2024 AC 5.4 $10.25 @$10.00
Feb. 21, 2024 AC 4.9 $15.39 @$15.50
Nov. 7, 2023 AC 5.1 $17.42 @$17.50
Aug. 8, 2023 AC 5.5 $24.80 @$25.00

 
 
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