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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. 30, 2025 AC
OS Projected Window: Sept. 29, 2025 to Oct. 4, 2025
EVR: 2.6
Avg Daily Volume: 839,091    Market Cap: 625.9M
Sector: None    Short Interest: 4.14
Live Interactive Chart
Days to Next Earnings: 80 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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 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 $0.77
($9.28)
7.7% -4.74% I -3.66% I $8.94 $1.12
( $8.94 )
45.45%
Feb. 3, 2025 AC 2.5 $10.05 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 7, 2023 AC 0.9 $15.87 @$15.00

 
 
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