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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: Nov. 3, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 0.9
Avg Daily Volume: 181,009    Market Cap: 274.9M
Sector: Real Estate    Short Interest: 5.08
Live Interactive Chart
Days to Next Earnings: 53 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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
Aug. 11, 2026 BO 0.9 $10.23 @$10.00 $0.80
($10.23)
8.0% 1.27% I 0.0% $10.23 $0.80
( $10.23 )
0.0%
May 7, 2026 BO 0.8 $12.25 @$12.50 $0.47
($12.25)
3.76% -6.12% O -5.14% O $11.62 $0.53
( $11.62 )
12.77%
March 12, 2026 BO 0.9 $12.15 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 4, 2025 BO 0.9 $13.08 @$12.50
Aug. 7, 2025 BO 0.8 $13.23 @$12.50
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

 
 
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