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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
REX American Resources Corporation (REX) - NYSE Next Earnings Date: OS Estimate: May 22, 2024 BO
OS Projected Window: May 20, 2024 to May 25, 2024
EVR: 5.3
Avg Daily Volume: 215,326    Market Cap: 777.17M
Sector: Conglomerates    Short Interest: 2.47
Live Interactive Chart
Days to Next Earnings: 21 Days
Implied Move Monthly: 13.98%       Expires on: June 21, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 6
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
March 28, 2024 BO 4.4 $43.92 @$45.00 $6.88
($43.92)
15.29% 34.1% O 33.67% O $58.71 $15.33
( $58.71 )
122.82%
Nov. 30, 2023 BO 3.0 $36.89 @$35.00 $3.83
($36.89)
10.94% 38.76% O 32.88% O $49.02 $13.75
( $49.02 )
259.01%
Aug. 30, 2023 BO 2.8 $41.34 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 25, 2023 BO 2.8 $31.32 @$30.00
March 23, 2023 BO 2.8 $30.21 @$30.00
Dec. 1, 2022 BO 2.2 $29.51 @$30.00

 
 
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