Optionslam.com

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

 
Relay Therapeutics (RLAY) - NASDAQ Next Earnings Date: OS Estimate: Aug. 8, 2024 AC
OS Projected Window: Aug. 5, 2024 to Aug. 10, 2024
EVR: 3.8
Avg Daily Volume: 1,203,543    Market Cap: 1.32B
Sector: None    Short Interest: 9.99
Live Interactive Chart
Days to Next Earnings: 94 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 14
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
May 2, 2024 AC 3.2 $7.08 @$7.50 $1.30
($7.08)
17.33% 23.02% O -0.56% I $7.04 $0.88
( $7.04 )
-32.31%
Feb. 22, 2024 AC 3.0 $10.57 @$10.00 $1.80
($10.57)
18.0% -11.44% I -5.39% I $10.00 $1.45
( $10.00 )
-19.44%
Nov. 2, 2023 AC 2.7 $7.40 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 8, 2023 AC 2.8 $11.17 @$10.00
May 4, 2023 AC 2.8 $11.22 @$10.00
Feb. 23, 2023 AC 2.6 $17.43 @$17.50
Nov. 3, 2022 AC 2.8 $20.94 @$20.00
Aug. 4, 2022 AC 2.9 $19.16 @$20.00
May 5, 2022 AC 2.4 $23.30 @$22.50
Feb. 24, 2022 AC 2.5 $21.70 @$22.50

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