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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Richardson Electronics (RELL) - NASDAQ Next Earnings Date: OS Estimate: July 1, 2026 AC
OS Projected Window: June 29, 2026 to July 4, 2026
EVR: 6.5
Avg Daily Volume: 129,618    Market Cap: 210.2M
Sector: Services    Short Interest: 2.6
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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
April 8, 2026 AC 6.1 $11.76 @$12.50 $2.20
($11.76)
17.6% 25.42% O 22.7% O $14.43 $2.62
( $14.43 )
19.09%
Jan. 7, 2026 AC 6.1 $11.68 @$12.50 $1.77
($11.68)
14.16% -16.52% O -11.72% I $10.31 $1.62
( $10.31 )
-8.47%
Oct. 8, 2025 AC 5.7 $10.61 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 23, 2025 AC 5.8 $9.78 @$10.00
April 9, 2025 AC 5.4 $9.79 @$10.00
Jan. 7, 2025 AC 5.3 $14.74 @$15.00
April 10, 2024 AC 5.4 $9.35 @$10.00
Jan. 10, 2024 AC 5.0 $12.50 @$12.50
Oct. 11, 2023 AC 5.1 $11.17 @$10.00
July 19, 2023 AC 5.0 $15.55 @$15.00

 
 
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