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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sturm (RGR) - NYSE Next Earnings Date: Estimated on May 6, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 3.4
Avg Daily Volume: 155,882    Market Cap: 594.7M
Sector: Industrial Goods    Short Interest: 3.75
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 57
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
Feb. 19, 2025 AC 3.2 $35.46 @$35.00 $3.33
($35.46)
9.51% 15.14% O 12.26% O $39.81 $5.22
( $39.81 )
56.76%
May 7, 2024 AC 3.0 $46.33 @$45.00 $3.85
($46.33)
8.56% -9.1% O -6.97% I $43.10 $2.20
( $43.10 )
-42.86%
Feb. 21, 2024 AC 3.2 $43.95 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 1, 2023 AC 2.8 $54.39 @$55.00
Aug. 2, 2023 AC 2.8 $52.29 @$50.00
May 3, 2023 AC 2.7 $57.88 @$57.50
Feb. 22, 2023 AC 2.6 $56.11 @$55.00
Nov. 2, 2022 AC 2.5 $55.62 @$55.00
Aug. 3, 2022 AC 2.5 $66.40 @$67.50
May 4, 2022 AC 2.3 $70.40 @$70.00

 
 
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