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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Research Frontiers Incorporated (REFR) - NASDAQ Next Earnings Date: OS Estimate: May 6, 2026 AC
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 4.2
Avg Daily Volume: 40,740    Market Cap: 53.2M
Sector: Industrial Goods    Short Interest: 0.83
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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 5, 2026 AC 4.5 $0.99 @$2.50 $1.48
($0.99)
59.2% -3.03% I -1.01% I $0.98 $1.48
( $0.98 )
0.0%
Nov. 6, 2025 AC 5.0 $1.60 @$2.50 $1.15
($1.60)
46.0% -3.75% I -1.25% I $1.58 $1.05
( $1.58 )
-8.7%
Aug. 7, 2025 AC 5.2 $1.57 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2025 AC 3.9 $1.19 @$2.50
March 6, 2025 AC 4.2 $1.33 @$2.50
Nov. 7, 2024 AC 4.1 $2.09 @$2.50
May 9, 2024 AC 4.0 $2.00 @$2.50
March 7, 2024 AC 3.4 $1.13 @$2.50
Nov. 2, 2023 AC 3.6 $1.02 @$2.50
Aug. 3, 2023 AC 3.5 $1.60 @$2.50

 
 
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