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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Revolution Medicines (RVMD) - NASDAQ Next Earnings Date: OS Estimate: March 5, 2025 AC
OS Projected Window: March 3, 2025 to March 8, 2025
EVR: 2.4
Avg Daily Volume: 1,438,620    Market Cap: 5.15B
Sector: None    Short Interest: 10.34
Live Interactive Chart
Days to Next Earnings: 103 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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 2.4 $59.42 @$60.00 $7.07
($59.42)
11.78% -4.03% I -0.53% I $59.10 $5.10
( $59.10 )
-27.86%
Aug. 7, 2024 AC 2.7 $42.27 @$42.00 $5.95
($42.27)
14.17% -5.37% I -0.68% I $41.98 $3.00
( $41.98 )
-49.58%
May 8, 2024 AC 3.1 $38.31 @$38.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 26, 2024 AC 3.1 $30.38 @$30.00
Nov. 6, 2023 AC 3.3 $21.54 @$21.00
Aug. 8, 2023 AC 3.6 $30.17 @$30.00
May 8, 2023 AC 3.9 $24.44 @$25.00
Feb. 27, 2023 AC 3.6 $24.37 @$25.00
Nov. 7, 2022 AC 3.9 $19.77 @$20.00
Aug. 9, 2022 AC 4.1 $23.76 @$25.00

 
 
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