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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
RenaissanceRe Holdings Ltd. (RNR) - NYSE Next Earnings Date: OS Estimate: Jan. 28, 2025 AC
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 2.3
Avg Daily Volume: 474,714    Market Cap: 11.77B
Sector: Financial    Short Interest: 1.87
Live Interactive Chart
Days to Next Earnings: 67 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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
Nov. 6, 2024 AC 2.1 $277.90 @$280.00 $13.75
($277.90)
4.91% 7.95% O -4.35% I $265.81 $14.20
( $265.81 )
3.27%
April 30, 2024 AC 2.0 $219.25 @$220.00 $12.35
($219.25)
5.61% 6.98% O -0.42% I $218.32 $9.95
( $218.32 )
-19.43%
Jan. 30, 2024 AC 1.9 $215.06 @$220.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 1, 2023 AC 1.8 $226.97 @$230.00
July 25, 2023 AC 1.7 $201.54 @$200.00
May 2, 2023 AC 1.8 $220.12 @$220.00
Jan. 31, 2023 AC 1.7 $195.69 @$195.00
July 25, 2022 AC 1.5 $139.82 @$140.00
May 3, 2022 AC 1.5 $146.85 @$145.00
Jan. 25, 2022 AC 1.5 $165.29 @$165.00

 
 
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