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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: July 24, 2024 AC
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 1.3
Avg Daily Volume: 495,102    Market Cap: 676.50M
Sector: None    Short Interest: 2.24
Live Interactive Chart
Days to Next Earnings: 88 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 9
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 23, 2024 AC 1.2 $10.02 @$10.00 $0.80
($10.02)
8.0% -4.89% I -2.39% I $9.78 $0.65
( $9.78 )
-18.75%
April 24, 2023 AC 1.0 $11.12 @$10.00 $1.85
($11.12)
18.5% -8.81% I -6.65% I $10.38 $1.20
( $10.38 )
-35.14%
Oct. 24, 2022 AC 0.9 $16.91 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 25, 2022 AC 0.9 $18.70 @$17.50
April 25, 2022 AC 1.0 $19.70 @$20.00
Feb. 9, 2022 BO 1.1 $21.21 @$20.00
Oct. 25, 2021 AC 1.0 $22.60 @$22.50
July 26, 2021 AC 0.8 $21.40 @$22.50
April 26, 2021 AC 0.7 $19.63 @$20.00

 
 
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