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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Rafael Holdings (RFL) - NYSE Next Earnings Date: Estimated on March 12, 2026
OS Projected Window: March 30, 2026 to April 4, 2026
EVR: 2.5
Avg Daily Volume: 136,104    Market Cap: 45.3M
Sector: None    Short Interest: 0.16
Live Interactive Chart
Days to Next Earnings: 45 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 27
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
Dec. 11, 2025 AC 2.5 $1.49 @$2.50 $0.98
($1.49)
39.2% 3.35% I -2.01% I $1.46 $1.00
( $1.46 )
2.04%
Dec. 10, 2025 AC 2.5 $1.53 @$2.50 $1.07
($1.53)
42.8% -5.22% I -2.61% I $1.49 $0.98
( $1.49 )
-8.41%
Oct. 29, 2025 AC 2.6 $1.34 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
March 13, 2024 AC 2.2 $1.67 @$2.50
Dec. 14, 2023 AC 2.4 $1.79 @$2.50

 
 
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