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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Reliance (RS) - NYSE Next Earnings Date: OS Estimate: July 25, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 1.7
Avg Daily Volume: 257,823    Market Cap: 19.53B
Sector: Basic Materials    Short Interest: 2.0
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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 25, 2024 BO None $313.56 @$310.00 $20.65
($313.56)
6.66% -10.31% O -6.83% O $292.13 $20.68
( $292.13 )
0.15%
July 27, 2023 BO 1.7 $290.44 @$290.00 $16.15
($290.44)
5.57% -5.66% O -3.39% I $280.59 $14.52
( $280.59 )
-10.09%
April 27, 2023 BO 1.7 $240.32 @$240.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 16, 2023 BO 1.8 $233.44 @$230.00
July 28, 2022 BO 1.9 $186.72 @$185.00
April 28, 2022 BO 1.9 $189.24 @$190.00
Feb. 17, 2022 BO 1.9 $168.20 @$170.00
Oct. 28, 2021 BO 2.1 $143.98 @$145.00
July 22, 2021 BO 2.2 $150.84 @$150.00
April 22, 2021 BO 2.4 $155.12 @$155.00

 
 
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