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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
RenaissanceRe Holdings Ltd. (RNR) - NYSE Next Earnings Date: Estimated on April 30, 2024
EVR: 1.5
Avg Daily Volume: 313,076    Market Cap: 11.77B
Sector: Financial    Short Interest: 1.87
Live Interactive Chart
Days to Next Earnings: 4 Days
Implied Move Monthly: 6.08%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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, 2024 AC None $0.00 @$230.00 $13.80
($226.82)
6.08% -None% I -None% I $0.00 $0.00
( N/A )
None%
July 25, 2023 AC 1.5 $201.54 @$200.00 $13.75
($201.54)
6.88% 4.61% I -0.5% I $200.53 $10.45
( $200.53 )
-24.0%
July 25, 2022 AC 1.5 $139.82 @$140.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 3, 2022 AC 1.5 $146.85 @$145.00
Jan. 25, 2022 AC 1.5 $165.29 @$165.00
Oct. 25, 2021 AC 1.5 $149.78 @$150.00
July 22, 2021 AC 1.8 $151.43 @$150.00
April 28, 2021 AC 1.8 $170.25 @$170.00
Jan. 26, 2021 AC 1.8 $154.57 @$155.00
Oct. 27, 2020 AC 1.8 $172.13 @$170.00

 
 
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