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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Royal Bank Of Canada (RY) - NYSE Next Earnings Date: OS Estimate: May 27, 2021 BO
OS Projected Window: May 21, 2021 to May 26, 2021
EVR: 0.8
Avg Daily Volume: 1,332,892    Market Cap: 105.45B
Sector: Financial    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
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 Close Price Straddle @Trade Price Return
Feb. 24, 2021 BO $88.89 @$90.00 $3.45
($88.89)
3.83% 1.4% I $89.35 $3.02
( $89.35 )
-12.46%
Dec. 2, 2020 BO $82.66 @$85.00 $3.58
($82.66)
4.21% -1.3% I $82.18 $3.48
( $82.18 )
-2.79%
Aug. 26, 2020 BO $75.99 @$75.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 27, 2020 BO $63.78 @$65.00
Feb. 21, 2020 BO $81.40 @$80.00
Dec. 4, 2019 BO $80.70 @$80.00
Aug. 21, 2019 BO $74.45 @$75.00
May 23, 2019 BO $78.39 @$80.00
Feb. 22, 2019 BO $77.30 @$75.00
Nov. 28, 2018 BO $71.83 @$70.00

 
 
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