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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Dr. Reddy's Laboratories Ltd (RDY) - NYSE Next Earnings Date: OS Estimate: Oct. 30, 2024 BO
OS Projected Window: Oct. 28, 2024 to Nov. 2, 2024
EVR: 1.0
Avg Daily Volume: 206,208    Market Cap: 12.62B
Sector: Healthcare    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 53 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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 27, 2024 BO 1.3 $81.22 @$80.00 $3.02
($81.22)
3.77% 2.05% I 0.98% I $82.02 $2.62
( $82.02 )
-13.25%
May 7, 2024 BO 1.2 $74.88 @$75.00 $3.73
($74.88)
4.97% -5.02% O -4.72% I $71.34 $3.62
( $71.34 )
-2.95%
Jan. 30, 2024 BO 1.3 $70.04 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 27, 2023 BO 1.5 $64.60 @$65.00
July 26, 2023 BO 1.5 $65.91 @$65.00
May 10, 2023 BO 1.5 $60.37 @$60.00
Jan. 25, 2023 BO 1.6 $51.90 @$50.00
Oct. 28, 2022 BO 1.9 $54.55 @$55.00
July 28, 2022 BO 1.9 $54.40 @$55.00
May 19, 2022 BO 1.9 $49.98 @$50.00

 
 
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