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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
W.R. Berkley Corporation (WRB) - NYSE Next Earnings Date: OS Estimate: July 16, 2024 BO
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 2.1
Avg Daily Volume: 1,392,990    Market Cap: 21.94B
Sector: Financial    Short Interest: 1.56
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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
April 23, 2024 BO None $83.43 @$85.00 $5.22
($83.43)
6.14% -6.47% O -5.21% I $79.08 $5.95
( $79.08 )
13.98%
Jan. 24, 2024 AC 1.9 $77.69 @$79.50 $3.58
($77.69)
4.5% 9.42% O 7.18% O $83.27 $4.53
( $83.27 )
26.54%
Oct. 23, 2023 AC 1.7 $62.89 @$64.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 20, 2023 AC 1.6 $61.64 @$60.00
April 20, 2023 AC 1.4 $63.36 @$65.00
Jan. 26, 2023 AC 1.4 $71.32 @$69.50
Oct. 24, 2022 AC 1.4 $72.57 @$75.00
July 21, 2022 AC 1.4 $64.38 @$64.50
April 25, 2022 AC 1.4 $67.90 @$70.00
Jan. 27, 2022 AC 1.5 $81.34 @$80.00

 
 
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