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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Greenlight Reinsurance (GLRE) - NASDAQ Next Earnings Date: Estimated on May 7, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 2.2
Avg Daily Volume: 112,276    Market Cap: 485.9M
Sector: Financial    Short Interest: 0.48
Live Interactive Chart
Days to Next Earnings: 36 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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 10, 2025 AC 2.2 $13.70 @$12.50 $1.82
($13.70)
14.56% -7.73% I -3.06% I $13.28 $0.62
( $13.28 )
-65.93%
May 8, 2024 AC 2.2 $12.74 @$12.50 $0.60
($12.74)
4.8% 2.43% I 2.11% I $13.01 $0.55
( $13.01 )
-8.33%
March 5, 2024 AC 2.3 $11.96 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 8, 2023 AC 2.2 $10.86 @$10.00
Aug. 2, 2023 AC 2.3 $10.36 @$10.00
May 9, 2023 AC 2.1 $10.65 @$10.00
March 8, 2023 AC 2.3 $9.94 @$10.00
Nov. 2, 2022 AC 2.1 $8.36 @$7.50
Aug. 2, 2022 AC 2.5 $7.10 @$7.50
May 3, 2022 AC 2.7 $7.15 @$7.50

 
 
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