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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Reliance (RS) - NYSE Next Earnings Date: OS Estimate: Sept. 17, 2026 AC
OS Projected Window: Sept. 14, 2026 to Sept. 19, 2026
EVR: 2.3
Avg Daily Volume: 404,112    Market Cap: 20.8B
Sector: Basic Materials    Short Interest: 1.93
Live Interactive Chart
Days to Next Earnings: 83 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
July 22, 2026 AC 2.2 $386.21 @$390.00 $29.90
($386.21)
7.67% 7.18% I 2.37% I $395.37 $24.95
( $395.37 )
-16.56%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 22, 2025 AC 2.2 $274.34 @$270.00
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

 
 
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