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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Rafael Holdings (RFL) - NYSE Next Earnings Date: OS Estimate: Jan. 28, 2027 BO
OS Projected Window: Jan. 25, 2027 to Jan. 30, 2027
EVR: 4.3
Avg Daily Volume: 184,636    Market Cap: 80.1M
Sector: Real Estate    Short Interest: 1.52
Live Interactive Chart
Days to Next Earnings: 91 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 32
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. 28, 2026 BO None $1.24 @$2.50 $1.35
($1.24)
54.0% 4.03% I -2.41% I $1.21 $1.18
( $1.21 )
-12.59%
June 11, 2026 BO 3.5 $1.78 @$2.50 $0.57
($1.78)
22.8% 24.15% O 19.1% I $2.12 $0.53
( $2.12 )
-7.02%
June 10, 2026 AC 2.7 $1.78 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 16, 2026 AC 2.8 $1.31 @$2.50
March 12, 2026 AC 2.5 $1.46 @$2.50
Dec. 11, 2025 AC 2.5 $1.49 @$2.50
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

 
 
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