Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
REE Automotive Ltd. (REE) - NASDAQ Next Earnings Date: OS Estimate: June 6, 2024 BO
OS Projected Window: June 3, 2024 to June 8, 2024
EVR: 4.1
Avg Daily Volume: 29,510    Market Cap: 51.43M
Sector: Basic Materials    Short Interest: 1.19
Live Interactive Chart
Days to Next Earnings: 85 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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
March 27, 2024 BO 4.2 $6.28 @$7.50 $1.98
($6.28)
26.4% -9.87% I -7.0% I $5.84 $1.95
( $5.84 )
-1.52%
Nov. 30, 2023 BO 3.8 $6.76 @$7.50 $1.48
($6.76)
19.73% -20.11% O -15.08% I $5.74 $3.30
( $5.74 )
122.97%
Aug. 29, 2023 BO 3.7 $0.22 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 23, 2023 BO 3.7 $0.40 @$2.50
March 16, 2023 BO 3.3 $0.41 @$2.50
Nov. 16, 2022 BO 2.7 $0.70 @$2.50
Aug. 16, 2022 BO 2.5 $1.50 @$2.50
May 17, 2022 BO 2.3 $1.79 @$2.50
March 3, 2022 BO 2.2 $2.49 @$2.50
Nov. 16, 2021 BO 2.0 $4.19 @$5.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US