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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: Sept. 29, 2026 AC
OS Projected Window: Sept. 28, 2026 to Oct. 3, 2026
EVR: 2.8
Avg Daily Volume: 1,081,999    Market Cap: 446.4M
Sector: Real Estate    Short Interest: 8.95
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 21
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
July 21, 2026 AC 3.0 $7.59 @$7.50 $0.25
($7.59)
3.33% -5.13% O -2.37% I $7.41 $0.60
( $7.41 )
140.0%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 21, 2025 AC 2.6 $8.68 @$7.50
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

 
 
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