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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Rambus (RMBS) - NASDAQ Next Earnings Date: OS Estimate: Jan. 27, 2025 AC
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 4.2
Avg Daily Volume: 1,193,205    Market Cap: 6.76B
Sector: Technology    Short Interest: 4.27
Live Interactive Chart
Days to Next Earnings: 66 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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. 28, 2024 AC 4.1 $44.80 @$45.00 $6.65
($44.80)
14.78% 14.17% I 13.83% I $51.00 $6.97
( $51.00 )
4.81%
July 29, 2024 AC 3.9 $55.83 @$55.00 $7.60
($55.83)
13.82% -13.84% O -12.98% I $48.58 $7.27
( $48.58 )
-4.34%
April 29, 2024 AC 3.7 $60.48 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 5, 2024 AC 3.2 $68.37 @$67.50
Oct. 30, 2023 AC 3.0 $49.62 @$50.00
July 31, 2023 AC 2.3 $62.61 @$62.50
May 1, 2023 AC 2.3 $45.28 @$45.00
Feb. 6, 2023 AC 2.2 $43.12 @$43.00
Oct. 31, 2022 AC 2.1 $30.16 @$30.00
Aug. 1, 2022 AC 2.2 $25.26 @$25.00

 
 
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