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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Revvity (RVTY) - NYSE Next Earnings Date: Estimate: July 30, 2024 BO
EVR: 2.9
Avg Daily Volume: 941,460    Market Cap: 12.54B
Sector: None    Short Interest: 3.86
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 4
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 29, 2024 BO 3.2 $101.51 @$100.00 $8.40
($101.51)
8.4% 5.74% I 3.45% I $105.02 $5.78
( $105.02 )
-31.19%
Feb. 1, 2024 BO 3.9 $107.18 @$105.00 $7.38
($107.18)
7.03% -4.68% I 1.94% I $109.26 $6.78
( $109.26 )
-8.13%
Oct. 30, 2023 BO 0.2 $97.87 @$100.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2023 BO 0.0 $122.95 @$125.00

 
 
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