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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
RTX Corporation (RTX) - NYSE Next Earnings Date: OS Estimate: July 23, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 2.3
Avg Daily Volume: 8,938,286    Market Cap: 127.03B
Sector: Industrial Goods    Short Interest: 3.36
Live Interactive Chart
Days to Next Earnings: 86 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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 23, 2024 BO 2.5 $101.56 @$102.00 $4.86
($101.56)
4.76% 2.29% I -0.17% I $101.38 $3.87
( $101.38 )
-20.37%
Jan. 23, 2024 BO 2.4 $85.02 @$85.00 $4.80
($85.02)
5.65% 8.65% O 5.32% I $89.55 $5.41
( $89.55 )
12.71%
Oct. 24, 2023 BO 2.3 $73.13 @$73.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 25, 2023 BO 1.7 $97.01 @$97.00
April 25, 2023 BO 1.8 $102.46 @$102.00
Jan. 24, 2023 BO 1.5 $96.25 @$96.00
Oct. 25, 2022 BO 1.5 $89.73 @$90.00
July 26, 2022 BO 1.4 $94.57 @$95.00
April 26, 2022 BO 1.5 $99.61 @$100.00
Jan. 25, 2022 BO 1.6 $88.12 @$88.00

 
 
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