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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
W.R. Berkley Corporation (WRB) - NYSE Next Earnings Date: OS Estimate: Oct. 21, 2026 AC
OS Projected Window: Oct. 19, 2026 to Oct. 24, 2026
EVR: 1.5
Avg Daily Volume: 1,959,812    Market Cap: 26.6B
Sector: Financial Services    Short Interest: 4.77
Live Interactive Chart
Days to Next Earnings: 70 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
July 20, 2026 AC 1.6 $72.73 @$72.00 $5.10
($72.73)
7.08% 2.87% I -0.78% I $72.16 $4.15
( $72.16 )
-18.63%
April 21, 2026 AC 1.7 $65.40 @$65.00 $3.92
($65.40)
6.03% 4.0% I 3.21% I $67.50 $3.98
( $67.50 )
1.53%
Jan. 26, 2026 AC 1.8 $66.88 @$67.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 20, 2025 AC 1.9 $73.48 @$72.50
July 21, 2025 AC 2.0 $67.80 @$67.00
April 21, 2025 AC 2.0 $67.33 @$67.50
Jan. 27, 2025 AC 2.2 $59.20 @$60.00
Oct. 21, 2024 AC 2.1 $61.03 @$62.25
July 22, 2024 AC 2.2 $51.82 @$52.50
April 23, 2024 BO 2.1 $83.43 @$85.00

 
 
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