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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
BRF S.A. (BRFS) - NYSE Next Earnings Date: OS Estimate: Nov. 11, 2025 AC
OS Projected Window: Nov. 10, 2025 to Nov. 15, 2025
EVR: 3.0
Avg Daily Volume: 1,755,818    Market Cap: 4.1B
Sector: Consumer Goods    Short Interest: 1.3
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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
Aug. 14, 2025 AC 3.1 $3.42 @$2.50 $0.80
($3.42)
32.0% 9.64% I 7.89% I $3.69 $1.15
( $3.69 )
43.75%
May 15, 2025 AC 3.5 $3.59 @$2.50 $1.15
($3.59)
46.0% -5.84% I 0.55% I $3.61 $2.80
( $3.61 )
143.48%
Feb. 26, 2025 AC 3.4 $3.31 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 13, 2024 AC 3.6 $4.29 @$5.00
Aug. 14, 2024 AC 3.8 $4.32 @$5.00
May 7, 2024 AC 3.6 $3.36 @$2.50
Feb. 26, 2024 AC 3.4 $2.80 @$2.50
Nov. 13, 2023 AC 3.4 $2.44 @$2.50
Aug. 14, 2023 AC 3.6 $1.99 @$2.50
May 15, 2023 AC 3.4 $1.54 @$2.50

 
 
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