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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Chicago Atlantic Real Estate Finance (REFI) - NASDAQ Next Earnings Date: OS Estimate: May 5, 2026 BO
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 0.9
Avg Daily Volume: 129,822    Market Cap: 252.1M
Sector: None    Short Interest: 2.26
Live Interactive Chart
Days to Next Earnings: 53 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 13
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
March 12, 2026 BO None $12.15 @$12.50 $1.65
($12.15)
13.2% -1.23% I -0.49% I $12.09 $0.88
( $12.09 )
-46.67%
Nov. 4, 2025 BO 0.9 $13.08 @$12.50 $0.90
($13.08)
7.2% -2.52% I -1.29% I $12.91 $0.62
( $12.91 )
-31.11%
Aug. 7, 2025 BO 0.8 $13.23 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 7, 2025 BO 0.9 $14.60 @$15.00
March 12, 2025 BO 0.9 $15.88 @$15.00
Nov. 7, 2024 BO 0.9 $15.58 @$15.00
May 7, 2024 BO 1.0 $15.95 @$15.00
March 12, 2024 BO 1.1 $16.38 @$17.21
Nov. 8, 2023 BO 1.1 $15.08 @$15.00
Aug. 9, 2023 BO 1.2 $15.44 @$15.00

 
 
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