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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Reinsurance Group of America (RGA) - NYSE Next Earnings Date: Estimate: Jan. 30, 2025 AC
EVR: 2.1
Avg Daily Volume: 331,439    Market Cap: 12.81B
Sector: Financial    Short Interest: 1.02
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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
May 22, 2024 AC 2.4 $212.20 @$210.00 $7.55
($212.20)
3.6% -1.77% I -1.21% I $209.63 $8.12
( $209.63 )
7.55%
Feb. 1, 2024 AC 2.4 $171.88 @$170.00 $11.25
($171.88)
6.62% -4.69% I -2.81% I $167.04 $5.72
( $167.04 )
-49.16%
Nov. 2, 2023 AC 2.5 $148.76 @$150.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 AC 2.8 $142.31 @$140.00
May 4, 2023 AC 2.7 $135.26 @$135.00
Feb. 2, 2023 AC 2.7 $146.53 @$145.00
Aug. 4, 2022 AC 2.7 $113.56 @$115.00
May 5, 2022 AC 2.6 $110.17 @$110.00
Feb. 3, 2022 AC 2.5 $110.73 @$110.00
Nov. 4, 2021 AC 2.5 $119.85 @$120.00

 
 
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