Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sturm (RGR) - NYSE Next Earnings Date: N/A
EVR: 3.2
Avg Daily Volume: 176,823    Market Cap: 761.86M
Sector: Industrial Goods    Short Interest: 4.04
Live Interactive Chart

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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 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 $3.75
($43.95)
8.33% -3.84% I -2.18% I $42.99 $2.75
( $42.99 )
-26.67%
Nov. 1, 2023 AC 2.8 $54.39 @$55.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 3, 2022 AC 2.5 $66.40 @$67.50
May 4, 2022 AC 2.3 $70.40 @$70.00
Feb. 23, 2022 AC 2.5 $65.13 @$65.00
Nov. 3, 2021 AC 2.5 $81.32 @$82.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US