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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
MFA Financial (MFA) - NYSE Next Earnings Date: OS Estimate: Aug. 6, 2026 BO
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 1.7
Avg Daily Volume: 1,417,220    Market Cap: 1.0B
Sector: Financial    Short Interest: 2.63
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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
May 5, 2026 BO 1.6 $10.16 @$10.00 $0.43
($10.16)
4.3% -6.1% O -6.0% O $9.55 $0.57
( $9.55 )
32.56%
Feb. 18, 2026 BO 1.6 $9.92 @$10.00 $0.75
($9.92)
7.5% 4.13% I 1.61% I $10.08 $0.55
( $10.08 )
-26.67%
Nov. 6, 2025 BO 1.7 $9.26 @$9.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2025 BO 1.7 $9.17 @$9.00
May 6, 2025 BO 1.6 $9.91 @$10.00
Feb. 19, 2025 BO 1.6 $10.30 @$10.00
Nov. 6, 2024 BO 1.5 $12.32 @$12.00
Aug. 8, 2024 BO 1.4 $10.83 @$11.00
May 6, 2024 BO 1.4 $10.95 @$11.00
Feb. 22, 2024 BO 1.5 $10.83 @$11.00

 
 
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