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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: May 5, 2026 AC
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 2.5
Avg Daily Volume: 950,176    Market Cap: 542.3M
Sector: None    Short Interest: 7.3
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 19
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
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 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 24, 2023 AC 1.4 $12.73 @$12.50

 
 
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