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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Rafael Holdings (RFL) - NYSE Next Earnings Date: OS Estimate: Dec. 10, 2025 AC
OS Projected Window: Dec. 8, 2025 to Dec. 13, 2025
EVR: 2.5
Avg Daily Volume: 76,047    Market Cap: 47.4M
Sector: None    Short Interest: 0.18
Live Interactive Chart
Days to Next Earnings: 36 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 25
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
Oct. 29, 2025 AC 2.6 $1.34 @$2.50 $1.90
($1.34)
76.0% 1.49% I 0.74% I $1.35 $1.38
( $1.35 )
-27.37%
June 11, 2025 BO 1.7 $2.85 @$2.50 $0.65
($2.85)
26.0% -28.77% O -27.71% O $2.06 $0.70
( $2.06 )
7.69%
March 13, 2025 AC 1.9 $1.80 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 11, 2024 BO 1.9 $1.86 @$2.50
June 14, 2024 AC 2.0 $1.43 @$2.50
June 11, 2024 AC 2.2 $1.51 @$2.50
March 13, 2024 AC 2.2 $1.67 @$2.50
Dec. 14, 2023 AC 2.4 $1.79 @$2.50
Oct. 30, 2023 AC 2.5 $1.72 @$2.50
June 13, 2023 AC 2.8 $2.20 @$2.50

 
 
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