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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Rio Tinto Plc (RIO) - NYSE Next Earnings Date: N/A
EVR: 1.1
Avg Daily Volume: 2,715,704    Market Cap: 109.31B
Sector: Basic Materials    Short Interest: None
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
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
July 31, 2024 BO 1.0 $63.53 @$62.50 $4.30
($63.53)
6.88% 3.22% I 2.56% I $65.16 $3.70
( $65.16 )
-13.95%
Feb. 21, 2024 BO 1.1 $65.92 @$65.00 $4.65
($65.92)
7.15% -1.6% I -0.66% I $65.48 $4.17
( $65.48 )
-10.32%
July 26, 2023 BO 1.1 $69.81 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 22, 2023 BO 1.0 $75.38 @$75.00
July 27, 2022 BO 1.0 $59.11 @$60.00
Feb. 23, 2022 BO 1.1 $77.77 @$77.50
July 28, 2021 BO 1.0 $82.78 @$82.50
Feb. 17, 2021 BO 1.0 $87.63 @$87.50
July 29, 2020 BO 1.0 $61.28 @$62.50
Feb. 26, 2020 BO 1.0 $50.43 @$50.00

 
 
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