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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Renalytix plc (RNLX) - NASDAQ Next Earnings Date: Estimated on May 15, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 8.3
Avg Daily Volume: 240,166    Market Cap: 43.20M
Sector: None    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 20 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 8
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. 14, 2023 BO 7.0 $0.85 @$2.50 $1.62
($0.85)
64.8% -41.17% I -37.64% I $0.53 $1.98
( $0.53 )
22.22%
Sept. 28, 2023 BO 5.9 $1.96 @$2.50 $0.45
($1.96)
18.0% -35.2% O -22.95% O $1.51 $2.58
( $1.51 )
473.33%
June 9, 2023 BO 6.0 $2.18 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 30, 2022 BO 3.7 $3.97 @$5.00
March 31, 2022 BO 2.7 $7.13 @$7.50
Dec. 7, 2021 BO 3.2 $14.99 @$15.00
June 15, 2021 BO 0.5 $31.75 @$30.00
March 2, 2021 BO 0.0 $25.83 @$25.00

 
 
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