Optionslam.com

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

 
RenaissanceRe Holdings Ltd. (RNR) - NYSE Next Earnings Date: OS Estimate: Jan. 26, 2027 AC
OS Projected Window: Jan. 25, 2027 to Jan. 30, 2027
EVR: 2.1
Avg Daily Volume: 423,755    Market Cap: 14.7B
Sector: Financial Services    Short Interest: 3.05
Live Interactive Chart
Days to Next Earnings: 89 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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
Oct. 27, 2026 AC None $341.22 @$340.00 $20.55
($341.22)
6.04% -6.71% O -2.64% I $332.19 $17.30
( $332.19 )
-15.82%
July 22, 2026 AC 2.3 $319.69 @$320.00 $22.00
($319.69)
6.88% -2.02% I -0.71% I $317.41 $18.45
( $317.41 )
-16.14%
April 28, 2026 AC 2.4 $310.61 @$310.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 3, 2026 AC 2.4 $285.95 @$290.00
Oct. 28, 2025 AC 2.3 $231.59 @$230.00
July 23, 2025 AC 2.5 $237.25 @$240.00
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

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