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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
W.R. Berkley Corporation (WRB) - NYSE Next Earnings Date: OS Estimate: Jan. 28, 2025 AC
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 2.2
Avg Daily Volume: 2,207,191    Market Cap: 21.94B
Sector: Financial    Short Interest: 1.56
Live Interactive Chart
Days to Next Earnings: 62 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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. 21, 2024 AC 2.1 $61.03 @$62.25 $3.85
($61.03)
6.18% -5.04% I -4.09% I $58.53 $3.70
( $58.53 )
-3.9%
July 22, 2024 AC 2.2 $51.82 @$52.50 $3.02
($51.82)
5.75% 4.11% I 0.75% I $52.21 $1.52
( $52.21 )
-49.67%
April 23, 2024 BO 2.1 $83.43 @$85.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 24, 2024 AC 1.9 $77.69 @$79.50
Oct. 23, 2023 AC 1.7 $62.89 @$64.50
July 20, 2023 AC 1.6 $61.64 @$60.00
April 20, 2023 AC 1.4 $63.36 @$65.00
Jan. 26, 2023 AC 1.4 $71.32 @$69.50
Oct. 24, 2022 AC 1.4 $72.57 @$75.00
July 21, 2022 AC 1.4 $64.38 @$64.50

 
 
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