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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
REE Automotive Ltd. (REE) - NASDAQ Next Earnings Date: OS Estimate: April 22, 2026 BO
OS Projected Window: April 20, 2026 to April 25, 2026
EVR: 2.8
Avg Daily Volume: 115,344    Market Cap: 19.1M
Sector: Basic Materials    Short Interest: 1.65
Live Interactive Chart
Implied Move Monthly: 64.80%       Expires on: Dec. 19, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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. 12, 2025 BO None $0.75 @$2.50 $1.62
($0.75)
64.8% 9.33% I 4.0% I $0.78 $1.93
( $0.78 )
19.14%
Dec. 9, 2025 BO None $0.78 @$2.50 $1.65
($0.78)
66.0% 2.56% I 0.0% $0.78 $1.90
( $0.78 )
15.15%
Dec. 4, 2025 BO 3.1 $0.81 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 2, 2025 BO 4.1 $0.83 @$2.50
Nov. 25, 2025 BO 4.4 $0.75 @$2.50
Nov. 20, 2025 BO 5.0 $0.79 @$2.50
Nov. 19, 2025 BO 5.4 $0.85 @$2.50
Nov. 18, 2025 BO 5.1 $0.73 @$2.50
Nov. 14, 2025 BO 5.7 $0.78 @$2.50
Nov. 11, 2025 BO 5.9 $0.88 @$2.50

 
 
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