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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Rambus (RMBS) - NASDAQ Next Earnings Date: OS Estimate: July 27, 2026 AC
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 4.6
Avg Daily Volume: 2,355,510    Market Cap: 17.1B
Sector: Technology    Short Interest: 6.25
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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
April 27, 2026 AC None $141.31 @$140.00 $28.80
($141.31)
20.57% -26.04% O -21.25% O $111.27 $31.38
( $110.82 )
8.96%
Feb. 2, 2026 AC 4.3 $113.71 @$115.00 $21.50
($113.71)
18.7% -19.32% O -13.42% I $98.45 $19.82
( $98.45 )
-7.81%
Oct. 27, 2025 AC 4.2 $113.61 @$115.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 28, 2025 AC 4.0 $64.24 @$65.00
April 28, 2025 AC 4.2 $52.22 @$52.50
Feb. 3, 2025 AC 4.2 $60.35 @$60.00
Oct. 28, 2024 AC 4.1 $44.80 @$45.00
July 29, 2024 AC 3.9 $55.83 @$55.00
April 29, 2024 AC 3.7 $60.48 @$60.00
Feb. 5, 2024 AC 3.2 $68.37 @$67.50

 
 
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