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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Royal Bank Of Canada (RY) - NYSE Next Earnings Date: OS Estimate: Feb. 27, 2025 BO
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 1.1
Avg Daily Volume: 1,084,022    Market Cap: 140.79B
Sector: Financial    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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
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 $4.45
($116.40)
3.87% 3.02% I 2.09% I $118.84 $5.25
( $118.84 )
17.98%
May 30, 2024 BO 0.9 $102.85 @$105.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 24, 2022 BO 0.8 $97.52 @$100.00

 
 
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