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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
REV Group (REVG) - NYSE Next Earnings Date: OS Estimate: Jan. 7, 2025 BO
OS Projected Window: Jan. 6, 2025 to Jan. 11, 2025
EVR: 5.8
Avg Daily Volume: 609,272    Market Cap: 1.14B
Sector: None    Short Interest: 6.28
Live Interactive Chart
Days to Next Earnings: 12 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 28
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
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 $3.42
($30.21)
11.4% -28.69% O -11.08% I $26.86 $3.80
( $26.86 )
11.11%
June 5, 2024 BO 5.2 $24.79 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Sept. 7, 2022 BO 5.4 $10.93 @$10.00
June 7, 2022 BO 5.3 $12.17 @$12.50

 
 
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