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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Royal Bank Of Canada (RY) - NYSE Next Earnings Date: OS Estimate: Dec. 2, 2026 BO
OS Projected Window: Nov. 30, 2026 to Dec. 5, 2026
EVR: 1.2
Avg Daily Volume: 1,469,027    Market Cap: 285.5B
Sector: Financial Services    Short Interest: 0.38
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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
Aug. 27, 2026 BO 1.2 $207.21 @$210.00 $10.25
($207.21)
4.88% -2.61% I -1.28% I $204.54 $9.28
( $204.54 )
-9.46%
May 28, 2026 BO 1.3 $189.13 @$190.00 $7.55
($189.13)
3.97% -1.43% I -0.12% I $188.89 $6.33
( $188.89 )
-16.16%
Feb. 26, 2026 BO 1.3 $173.64 @$175.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 3, 2025 BO 1.3 $154.43 @$155.00
Aug. 27, 2025 BO 1.2 $137.68 @$140.00
May 29, 2025 BO 1.1 $128.94 @$130.00
Feb. 27, 2025 BO 1.1 $119.48 @$120.00
Dec. 4, 2024 BO 1.0 $124.74 @$125.00
Aug. 28, 2024 BO 1.0 $116.40 @$115.00
May 30, 2024 BO 0.9 $102.85 @$105.00

 
 
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