Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Rafael Holdings (RFL) - NYSE Next Earnings Date: Estimated on June 11, 2024
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 2.6
Avg Daily Volume: 22,096    Market Cap: 43.02M
Sector: None    Short Interest: 0.32
Live Interactive Chart
Days to Next Earnings: 48 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 14
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, 2024 AC 2.6 $1.66 @$2.50 $0.90
($1.66)
36.0% 6.02% I 0.6% I $1.67 $1.12
( $1.67 )
24.44%
Dec. 13, 2022 BO 2.7 $1.91 @$2.50 $2.60
($1.91)
104.0% -2.09% I -1.57% I $1.88 $2.62
( $1.88 )
0.77%
Nov. 1, 2022 AC 2.8 $1.93 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 14, 2022 AC 2.8 $1.87 @$2.50
March 17, 2022 AC 2.0 $2.14 @$2.50
Oct. 18, 2021 AC None $31.25 @$30.00
June 14, 2021 AC 1.8 $43.49 @$45.00
March 17, 2021 AC 1.7 $47.86 @$50.00
Dec. 15, 2020 AC 1.5 $20.84 @$20.00
Oct. 29, 2020 AC 1.2 $17.47 @$17.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US