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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Renalytix plc (RNLX) - NASDAQ Next Earnings Date: OS Estimate: Nov. 27, 2024 BO
OS Projected Window: Nov. 25, 2024 to Nov. 30, 2024
EVR: 7.5
Avg Daily Volume: 87,894    Market Cap: 43.20M
Sector: None    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 5 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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
Sept. 27, 2024 BO 7.9 $0.27 @$2.50 $2.25
($0.27)
90.0% 3.7% I -3.7% I $0.26 $1.93
( $0.26 )
-14.22%
Sept. 26, 2024 BO 8.1 $0.26 @$2.50 $2.25
($0.26)
90.0% 7.69% I 3.84% I $0.27 $2.25
( $0.27 )
0.0%
Feb. 15, 2024 BO 6.8 $1.21 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 14, 2023 BO 6.1 $0.85 @$2.50
Sept. 28, 2023 BO 5.3 $1.96 @$2.50
June 9, 2023 BO 5.1 $2.18 @$2.50
March 30, 2023 BO 5.5 $2.32 @$2.50
June 30, 2022 BO 3.7 $3.97 @$5.00
March 31, 2022 BO 2.7 $7.13 @$7.50
Dec. 7, 2021 BO 3.2 $14.99 @$15.00

 
 
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