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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
KKR Real Estate Finance Trust Inc. (KREF) - NYSE Next Earnings Date: OS Estimate: Aug. 4, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 3.0
Avg Daily Volume: 1,396,263    Market Cap: 386.4M
Sector: None    Short Interest: 6.43
Live Interactive Chart
Days to Next Earnings: 71 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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
April 22, 2026 AC 2.5 $6.70 @$7.50 $1.65
($6.70)
22.0% -21.64% I -9.1% I $6.09 $1.62
( $6.09 )
-1.82%
Feb. 3, 2026 AC 2.5 $8.18 @$7.50 $1.48
($8.18)
19.73% -5.37% I -3.66% I $7.88 $0.42
( $7.88 )
-71.62%
Oct. 21, 2025 AC 2.6 $8.68 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 22, 2025 AC 2.7 $9.05 @$10.00
April 23, 2025 AC 2.7 $9.28 @$10.00
Feb. 3, 2025 AC 2.5 $10.05 @$10.00
Oct. 21, 2024 AC 2.5 $11.68 @$12.50
April 23, 2024 AC 2.5 $10.02 @$10.00
Feb. 6, 2024 AC 1.8 $11.77 @$12.50
Oct. 23, 2023 AC 1.7 $10.14 @$10.00

 
 
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