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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Royal Bank Of Canada (RY) - NYSE Next Earnings Date: OS Estimate: Aug. 24, 2022 BO
OS Projected Window: Aug. 22, 2022 to Aug. 27, 2022
EVR: 0.8
Avg Daily Volume: 980,910    Market Cap: 135.24B
Sector: Financial    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 54 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
Earnings Date 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
May 26, 2022 BO $100.35 @$100.00 $5.05
($100.35)
5.05% 0.76% I 0.33% I $100.69 $4.55
( $100.69 )
-9.9%
Feb. 24, 2022 BO $109.91 @$110.00 $5.42
($109.91)
4.93% -4.04% I -2.21% I $107.48 $5.12
( $107.48 )
-5.54%
Dec. 1, 2021 BO $99.03 @$100.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 25, 2021 BO $104.72 @$105.00
May 27, 2021 BO $102.69 @$105.00
Feb. 24, 2021 BO $88.89 @$90.00
Dec. 2, 2020 BO $82.66 @$85.00
Aug. 26, 2020 BO $75.99 @$75.00
May 27, 2020 BO $63.78 @$65.00
Feb. 21, 2020 BO $81.40 @$80.00

 
 
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