Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
REE Automotive Ltd. (REE) - NASDAQ Next Earnings Date: Estimated on May 1, 2026
OS Projected Window: May 11, 2026 to May 16, 2026
EVR: 3.3
Avg Daily Volume: 84,618    Market Cap: 19.1M
Sector: Basic Materials    Short Interest: 1.65
Live Interactive Chart
Days to Next Earnings: 56 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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
Dec. 30, 2025 BO 2.8 $0.80 @$2.50 $1.68
($0.80)
67.2% 24.99% I 0.0% $0.80 $1.50
( $0.80 )
-10.71%
Dec. 23, 2025 BO 2.5 $0.70 @$2.50 $1.73
($0.70)
69.2% 11.42% I 11.42% I $0.78 $1.70
( $0.78 )
-1.73%
Dec. 19, 2025 BO 2.7 $0.67 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 16, 2025 BO 2.7 $0.71 @$2.50
Dec. 15, 2025 BO 2.5 $0.78 @$2.50
Dec. 12, 2025 BO 2.5 $0.75 @$2.50
Dec. 9, 2025 BO 2.8 $0.78 @$2.50
Dec. 4, 2025 BO 3.1 $0.81 @$2.50
Dec. 2, 2025 BO 4.1 $0.83 @$2.50
Nov. 25, 2025 BO 4.4 $0.75 @$2.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US