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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Reynolds Consumer Products Inc. (REYN) - NASDAQ Next Earnings Date: OS Estimate: Feb. 4, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 2.3
Avg Daily Volume: 583,241    Market Cap: 5.94B
Sector: None    Short Interest: 1.98
Live Interactive Chart
Days to Next Earnings: 74 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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
Oct. 30, 2024 BO 2.3 $29.52 @$30.00 $2.12
($29.52)
7.07% -7.28% O -6.19% I $27.69 $2.75
( $27.69 )
29.72%
Aug. 7, 2024 BO 2.1 $28.57 @$30.00 $2.40
($28.57)
8.0% 8.54% O 7.0% I $30.57 $2.80
( $30.57 )
16.67%
May 8, 2024 BO 2.3 $28.41 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 7, 2024 BO 2.3 $27.82 @$30.00
Nov. 8, 2023 BO 2.4 $25.71 @$25.00
Aug. 9, 2023 BO 2.3 $27.79 @$30.00
May 10, 2023 BO 2.2 $27.37 @$25.00
Feb. 8, 2023 BO 2.0 $28.94 @$30.00
Nov. 8, 2022 BO 2.0 $31.36 @$30.00
Aug. 9, 2022 BO 1.8 $29.63 @$30.00

 
 
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