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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
W.R. Berkley Corporation (WRB) - NYSE Next Earnings Date: Estimated on Jan. 26, 2026
OS Projected Window: Jan. 26, 2026 to Jan. 31, 2026
EVR: 1.8
Avg Daily Volume: 2,992,053    Market Cap: 28.5B
Sector: Financial    Short Interest: 2.57
Live Interactive Chart
Days to Next Earnings: 53 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
Oct. 20, 2025 AC 1.9 $73.48 @$72.50 $5.28
($73.48)
7.28% -3.21% I 2.06% I $75.00 $4.52
( $75.00 )
-14.39%
July 21, 2025 AC 2.0 $67.80 @$67.00 $4.08
($67.80)
6.09% 2.07% I 1.09% I $68.54 $3.40
( $68.54 )
-16.67%
April 21, 2025 AC 2.0 $67.33 @$67.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Jan. 24, 2024 AC 1.9 $77.69 @$79.50
Oct. 23, 2023 AC 1.7 $62.89 @$64.50
July 20, 2023 AC 1.6 $61.64 @$60.00

 
 
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