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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Rayonier Advanced Materials Inc. (RYAM) - NYSE Next Earnings Date: Estimated on May 7, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 6.2
Avg Daily Volume: 419,691    Market Cap: 306.06M
Sector: Basic Materials    Short Interest: 6.4
Live Interactive Chart
Days to Next Earnings: 18 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 31
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
Feb. 27, 2024 AC 5.5 $4.34 @$4.00 $0.78
($4.34)
19.5% -27.41% O -21.19% O $3.42 $4.57
( $3.42 )
485.9%
Nov. 7, 2023 AC 5.8 $3.05 @$3.00 $0.40
($3.05)
13.33% 4.59% I 1.63% I $3.10 $0.20
( $3.10 )
-50.0%
Aug. 8, 2023 AC 5.3 $4.25 @$4.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2023 AC 4.6 $5.48 @$5.00
Feb. 27, 2023 AC 4.3 $6.72 @$7.50
Aug. 3, 2022 AC 5.3 $4.03 @$5.00
May 3, 2022 AC 5.7 $5.16 @$5.00
Feb. 23, 2022 AC 5.9 $5.15 @$5.00
Nov. 2, 2021 AC 6.3 $7.56 @$7.50
Aug. 3, 2021 AC 6.9 $7.15 @$7.50

 
 
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