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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
RenaissanceRe Holdings Ltd. (RNR) - NYSE Next Earnings Date: OS Estimate: July 22, 2025 AC
OS Projected Window: July 21, 2025 to July 26, 2025
EVR: 2.5
Avg Daily Volume: 520,012    Market Cap: 12.4B
Sector: Financial    Short Interest: 3.27
Live Interactive Chart
Days to Next Earnings: 88 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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 23, 2025 AC None $239.96 @$240.00 $18.55
($239.96)
7.73% -7.17% I -5.0% I $227.94 $17.35
( $227.94 )
-6.47%
Jan. 28, 2025 AC 2.3 $259.06 @$260.00 $16.85
($259.06)
6.48% -9.2% O -8.55% O $236.89 $24.15
( $236.89 )
43.32%
Nov. 6, 2024 AC 2.1 $277.90 @$280.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 25, 2023 AC 1.7 $201.54 @$200.00
May 2, 2023 AC 1.8 $220.12 @$220.00
Jan. 31, 2023 AC 1.7 $195.69 @$195.00

 
 
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