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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
James River Group Holdings (JRVR) - NASDAQ Next Earnings Date: OS Estimate: Feb. 26, 2025 AC
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 4.2
Avg Daily Volume: 449,914    Market Cap: 350.24M
Sector: N/A    Short Interest: 2.12
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 14
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
Nov. 11, 2024 AC 4.0 $6.62 @$7.50 $1.45
($6.62)
19.33% -27.49% O -25.07% O $4.96 $2.42
( $4.96 )
66.9%
Feb. 28, 2024 AC 3.8 $10.37 @$10.00 $1.33
($10.37)
13.3% 10.8% I -3.66% I $9.99 $1.27
( $9.99 )
-4.51%
Nov. 7, 2023 AC 3.6 $14.14 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2023 AC 3.8 $17.77 @$17.50
May 2, 2023 AC 3.8 $18.99 @$20.00
Feb. 27, 2023 AC 3.5 $22.42 @$22.50
Aug. 1, 2022 AC 3.7 $23.21 @$22.50
May 9, 2022 AC 3.4 $22.28 @$22.50
Feb. 28, 2022 AC 2.8 $26.60 @$25.00
Nov. 2, 2021 AC 2.7 $32.33 @$30.00

 
 
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