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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
W.R. Berkley Corporation (WRB) - NYSE Next Earnings Date: July 20, 2026 AC
EVR: 1.6
Avg Daily Volume: 2,303,214    Market Cap: 25.0B
Sector: Financial    Short Interest: 4.97
Live Interactive Chart
Days to Next Earnings: 26 Days
Implied Move Monthly: 8.49%       Expires on: Aug. 21, 2026

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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 None $0.00 @$69.50 $5.95
($70.05)
8.49% -None% -None% $0.00 $0.00
( N/A )
None%
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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