Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Greenlight Reinsurance (GLRE) - NASDAQ Next Earnings Date: N/A
EVR: 2.2
Avg Daily Volume: 86,544    Market Cap: 500.15M
Sector: Financial    Short Interest: 0.88
Live Interactive Chart

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
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
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 $1.15
($11.96)
9.2% 7.77% I 3.34% I $12.36 $2.73
( $12.36 )
137.39%
Nov. 8, 2023 AC 2.2 $10.86 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 2, 2022 AC 2.5 $7.10 @$7.50
May 3, 2022 AC 2.7 $7.15 @$7.50
March 8, 2022 AC 2.8 $7.35 @$7.50
Nov. 3, 2021 AC 3.0 $7.38 @$7.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US