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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
KKR Real Estate Finance Trust Inc. (KREF) - NYSE Next Earnings Date: Estimated on Feb. 2, 2026
EVR: 2.5
Avg Daily Volume: 873,000    Market Cap: 515.4M
Sector: None    Short Interest: 6.05
Live Interactive Chart
Days to Next Earnings: 55 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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
Oct. 21, 2025 AC 2.6 $8.68 @$7.50 $1.30
($8.68)
17.33% 3.34% I -0.57% I $8.63 $1.35
( $8.63 )
3.85%
July 22, 2025 AC 2.7 $9.05 @$10.00 $0.97
($9.05)
9.7% -6.07% I 0.22% I $9.07 $0.53
( $9.07 )
-45.36%
April 23, 2025 AC 2.7 $9.28 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 24, 2023 AC 1.4 $12.73 @$12.50
April 24, 2023 AC 1.1 $11.12 @$10.00

 
 
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