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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
RPM International Inc. (RPM) - NYSE Next Earnings Date: OS Estimate: July 24, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 2.4
Avg Daily Volume: 606,004    Market Cap: 13.72B
Sector: Basic Materials    Short Interest: 0.94
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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 4, 2024 BO 2.4 $118.52 @$120.00 $6.97
($118.52)
5.81% -6.53% O -5.76% I $111.69 $8.90
( $111.69 )
27.69%
Jan. 4, 2024 BO 2.4 $107.14 @$105.00 $6.80
($107.14)
6.48% -5.89% I -3.01% I $103.91 $3.92
( $103.91 )
-42.35%
Oct. 4, 2023 BO 2.2 $92.80 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2023 BO 2.0 $93.54 @$95.00
April 6, 2023 BO 1.9 $84.33 @$85.00
Jan. 5, 2023 BO 1.4 $98.02 @$100.00
Oct. 5, 2022 BO 1.4 $89.87 @$90.00
July 25, 2022 BO 1.6 $86.11 @$85.00
April 6, 2022 BO 1.5 $83.12 @$85.00
Jan. 5, 2022 BO 1.6 $97.11 @$95.00

 
 
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