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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Reliance (RS) - NYSE Next Earnings Date: OS Estimate: Sept. 11, 2025 AC
OS Projected Window: Sept. 8, 2025 to Sept. 13, 2025
EVR: 2.2
Avg Daily Volume: 444,527    Market Cap: 17.3B
Sector: Basic Materials    Short Interest: 1.9
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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 23, 2025 AC 1.9 $343.66 @$340.00 $24.00
($343.66)
7.06% -14.15% O -12.31% O $301.33 $38.88
( $301.33 )
62.0%
April 23, 2025 AC 1.9 $283.11 @$280.00 $21.80
($283.11)
7.79% -3.95% I 0.72% I $285.16 $18.55
( $285.16 )
-14.91%
Feb. 20, 2025 BO 1.8 $293.62 @$290.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 27, 2023 BO 1.6 $240.32 @$240.00
Feb. 16, 2023 BO 1.6 $233.44 @$230.00
Oct. 27, 2022 BO 1.8 $194.13 @$195.00

 
 
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