Optionslam.com

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

 
RenaissanceRe Holdings Ltd. (RNR) - NYSE Next Earnings Date: Estimated on Feb. 3, 2026
OS Projected Window: Jan. 26, 2026 to Jan. 31, 2026
EVR: 2.4
Avg Daily Volume: 357,944    Market Cap: 12.4B
Sector: Financial    Short Interest: 1.66
Live Interactive Chart
Days to Next Earnings: 8 Days
Implied Move Monthly: 5.88%       Expires on: Feb. 20, 2026

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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
Feb. 3, 2026 AC None $0.00 @$280.00 $16.20
($275.67)
5.88% -None% -None% $0.00 $0.00
( N/A )
None%
Oct. 28, 2025 AC 2.3 $231.59 @$230.00 $16.65
($231.59)
7.24% 8.78% O 6.89% I $247.56 $23.40
( $247.56 )
40.54%
July 23, 2025 AC 2.5 $237.25 @$240.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 23, 2025 AC 2.5 $239.96 @$240.00
Jan. 28, 2025 AC 2.3 $259.06 @$260.00
Nov. 6, 2024 AC 2.1 $277.90 @$280.00
July 24, 2024 AC None $0.00 @$220.00
April 30, 2024 AC 2.0 $219.25 @$220.00
Jan. 30, 2024 AC 1.9 $215.06 @$220.00
Nov. 1, 2023 AC 1.8 $226.97 @$230.00

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