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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Royal Bank Of Canada (RY) - NYSE Next Earnings Date: OS Estimate: May 28, 2025 BO
OS Projected Window: May 26, 2025 to May 31, 2025
EVR: 1.1
Avg Daily Volume: 1,138,123    Market Cap: 168.8B
Sector: Financial    Short Interest: 0.49
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
Feb. 27, 2025 BO 1.1 $119.48 @$120.00 $5.75
($119.48)
4.79% -4.81% O -3.57% I $115.21 $5.55
( $115.21 )
-3.48%
Dec. 4, 2024 BO 1.0 $124.74 @$125.00 $3.78
($124.74)
3.02% 2.64% I 0.49% I $125.36 $3.30
( $125.36 )
-12.7%
Aug. 28, 2024 BO 1.0 $116.40 @$115.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 30, 2024 BO 0.9 $102.85 @$105.00
Feb. 28, 2024 BO 0.9 $96.92 @$95.00
Nov. 30, 2023 BO 0.9 $87.33 @$85.00
Aug. 24, 2023 BO 0.9 $88.86 @$90.00
May 25, 2023 BO 0.9 $91.10 @$90.00
March 1, 2023 BO 0.8 $101.48 @$100.00
Nov. 30, 2022 BO 0.8 $98.41 @$100.00

 
 
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