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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ryan Specialty Holdings (RYAN) - NYSE Next Earnings Date: OS Estimate: Aug. 6, 2024 AC
OS Projected Window: Aug. 5, 2024 to Aug. 10, 2024
EVR: 2.8
Avg Daily Volume: 913,645    Market Cap: 5.81B
Sector: None    Short Interest: 6.57
Live Interactive Chart
Days to Next Earnings: 95 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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
May 2, 2024 AC None $52.95 @$55.00 $3.72
($52.95)
6.76% -7.74% O -2.73% I $51.50 $3.65
( $51.49 )
-1.88%
Feb. 27, 2024 AC 3.0 $47.24 @$45.00 $3.75
($47.24)
8.33% 8.53% O 7.45% I $50.76 $6.50
( $50.76 )
73.33%
Nov. 2, 2023 AC 3.1 $43.39 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 AC 3.5 $44.31 @$45.00
May 4, 2023 AC 3.7 $40.47 @$40.00
Feb. 28, 2023 AC 3.8 $42.12 @$40.00
Nov. 10, 2022 AC 2.9 $44.45 @$45.00
Aug. 11, 2022 AC 3.3 $45.30 @$45.00
May 12, 2022 AC 2.9 $34.08 @$35.00
March 15, 2022 AC 2.4 $38.99 @$40.00

 
 
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