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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Range Resources Corporation (RRC) - NYSE Next Earnings Date: OS Estimate: Feb. 25, 2025 AC
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 1.9
Avg Daily Volume: 2,440,423    Market Cap: 8.02B
Sector: Basic Materials    Short Interest: 11.03
Live Interactive Chart
Days to Next Earnings: 95 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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. 22, 2024 AC 1.9 $29.90 @$30.00 $2.42
($29.90)
8.07% 4.98% I 3.51% I $30.95 $2.45
( $30.95 )
1.24%
July 23, 2024 AC 2.0 $33.09 @$33.00 $2.35
($33.09)
7.12% -4.04% I -3.92% I $31.79 $2.30
( $31.79 )
-2.13%
April 23, 2024 AC 2.2 $36.58 @$37.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 21, 2024 AC 2.1 $32.88 @$33.00
Oct. 24, 2023 AC 2.5 $34.48 @$34.00
July 24, 2023 AC 2.7 $30.19 @$30.00
April 24, 2023 AC 3.0 $25.69 @$26.00
Feb. 27, 2023 AC 3.4 $25.81 @$26.00
Oct. 24, 2022 AC 3.3 $26.52 @$27.00
July 25, 2022 AC 3.3 $31.83 @$32.00

 
 
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