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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Rafael Holdings (RFL) - NYSE Next Earnings Date: Estimated on June 10, 2026
OS Projected Window: June 8, 2026 to June 13, 2026
EVR: 2.7
Avg Daily Volume: 57,735    Market Cap: 64.0M
Sector: None    Short Interest: 0.06
Live Interactive Chart
Days to Next Earnings: 42 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 29
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 16, 2026 AC 2.8 $1.31 @$2.50 $1.15
($1.31)
46.0% 12.21% I 0.76% I $1.32 $1.27
( $1.32 )
10.43%
March 12, 2026 AC 2.5 $1.46 @$2.50 $1.18
($1.46)
47.2% -12.32% I -12.32% I $1.28 $1.07
( $1.28 )
-9.32%
Dec. 11, 2025 AC 2.5 $1.49 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 10, 2025 AC 2.5 $1.53 @$2.50
Oct. 29, 2025 AC 2.6 $1.34 @$2.50
June 11, 2025 BO 1.7 $2.85 @$2.50
March 13, 2025 AC 1.9 $1.80 @$2.50
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

 
 
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