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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Reliance (RS) - NYSE Next Earnings Date: OS Estimate: July 2, 2026 AC
OS Projected Window: June 29, 2026 to July 4, 2026
EVR: 2.2
Avg Daily Volume: 329,080    Market Cap: 18.2B
Sector: Basic Materials    Short Interest: 1.71
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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 22, 2026 AC 2.2 $350.87 @$350.00 $21.55
($350.87)
6.16% 4.02% I -1.8% I $344.55 $16.55
( $344.55 )
-23.2%
Feb. 18, 2026 AC 2.1 $336.44 @$340.00 $24.65
($336.44)
7.25% -5.49% I -2.72% I $327.28 $22.00
( $327.28 )
-10.75%
Oct. 22, 2025 AC 2.2 $274.34 @$270.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 23, 2025 AC 1.9 $343.66 @$340.00
April 23, 2025 AC 1.9 $283.11 @$280.00
Feb. 20, 2025 BO 1.8 $293.62 @$290.00
May 15, 2024 AC 2.0 $296.56 @$300.00
Feb. 15, 2024 BO 1.6 $294.65 @$290.00
Oct. 26, 2023 BO 1.5 $247.17 @$250.00
July 27, 2023 BO 1.6 $290.44 @$290.00

 
 
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