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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
RenaissanceRe Holdings Ltd. (RNR) - NYSE Next Earnings Date: OS Estimate: April 29, 2026 AC
OS Projected Window: April 27, 2026 to May 2, 2026
EVR: 2.4
Avg Daily Volume: 427,116    Market Cap: 12.4B
Sector: Financial    Short Interest: 1.66
Live Interactive Chart
Days to Next Earnings: 47 Days

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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 2.4 $285.95 @$290.00 $15.25
($285.95)
5.26% 6.18% O 5.04% I $300.37 $15.95
( $300.37 )
4.59%
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

 
 
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