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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Range Resources Corporation (RRC) - NYSE Next Earnings Date: OS Estimate: July 21, 2026 AC
OS Projected Window: July 20, 2026 to July 25, 2026
EVR: 1.6
Avg Daily Volume: 3,845,797    Market Cap: 10.0B
Sector: Basic Materials    Short Interest: 6.52
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 73
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 21, 2026 AC 1.6 $41.67 @$42.00 $3.70
($41.67)
8.81% 6.14% I 3.79% I $43.25 $3.60
( $43.25 )
-2.7%
Feb. 24, 2026 AC 1.6 $38.53 @$39.00 $3.82
($38.53)
9.79% 3.81% I 1.55% I $39.13 $3.23
( $39.13 )
-15.45%
Oct. 28, 2025 AC 1.6 $36.97 @$37.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 22, 2025 AC 1.6 $35.65 @$36.00
April 22, 2025 AC 1.7 $33.29 @$33.00
Feb. 25, 2025 AC 1.9 $37.50 @$37.00
Oct. 22, 2024 AC 1.9 $29.90 @$30.00
July 23, 2024 AC 2.0 $33.09 @$33.00
April 23, 2024 AC 2.2 $36.58 @$37.00
Feb. 21, 2024 AC 2.1 $32.88 @$33.00

 
 
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