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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
RenaissanceRe Holdings Ltd. (RNR) - NYSE Next Earnings Date: OS Estimate: Oct. 28, 2025 AC
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 2.3
Avg Daily Volume: 525,660    Market Cap: 11.6B
Sector: Financial    Short Interest: 3.47
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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
July 23, 2025 AC 2.5 $237.25 @$240.00 $16.60
($237.25)
6.92% -1.66% I 0.73% I $239.00 $11.85
( $239.00 )
-28.61%
April 23, 2025 AC 2.5 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 25, 2023 AC 1.7 $201.54 @$200.00
May 2, 2023 AC 1.8 $220.12 @$220.00

 
 
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