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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
RenaissanceRe Holdings Ltd. (RNR) - NYSE Next Earnings Date: OS Estimate: Oct. 27, 2026 AC
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 2.1
Avg Daily Volume: 373,176    Market Cap: 14.0B
Sector: Financial    Short Interest: 3.64
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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 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 $17.40
($310.61)
5.61% -6.63% O -2.2% I $303.75 $13.38
( $303.75 )
-23.1%
Feb. 3, 2026 AC 2.4 $285.95 @$290.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 30, 2024 AC 2.0 $219.25 @$220.00

 
 
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