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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: 1,137,094    Market Cap: 140.79B
Sector: Financial    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 23 Days
Implied Move Monthly: 4.82%       Expires on: March 21, 2025

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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 None $0.00 @$120.00 $5.72
($118.69)
4.82% -None% I -None% I $0.00 $0.00
( N/A )
None%
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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