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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
REV Group (REVG) - NYSE Next Earnings Date: OS Estimate: June 4, 2025 BO
OS Projected Window: June 2, 2025 to June 7, 2025
EVR: 5.7
Avg Daily Volume: 796,097    Market Cap: 1.8B
Sector: None    Short Interest: 4.27
Live Interactive Chart
Days to Next Earnings: 64 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 32
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 5, 2025 BO 5.8 $27.30 @$25.00 $4.17
($27.30)
16.68% 10.1% I 2.38% I $27.95 $3.85
( $27.95 )
-7.67%
Dec. 11, 2024 BO 5.6 $29.60 @$30.00 $3.35
($29.60)
11.17% 21.48% O 13.81% O $33.69 $3.97
( $33.69 )
18.51%
Sept. 4, 2024 BO 5.2 $30.21 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 5, 2024 BO 5.2 $24.79 @$25.00
March 6, 2024 BO 5.7 $20.76 @$22.00
Dec. 13, 2023 BO 5.7 $17.06 @$17.50
Sept. 13, 2023 BO 5.8 $12.88 @$12.50
June 8, 2023 BO 5.4 $11.76 @$12.50
March 8, 2023 BO 5.5 $12.43 @$12.50
Dec. 14, 2022 BO 5.4 $13.28 @$12.50

 
 
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