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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Rambus (RMBS) - NASDAQ Next Earnings Date: OS Estimate: Oct. 26, 2026 AC
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 5.2
Avg Daily Volume: 3,598,291    Market Cap: 10.4B
Sector: Technology    Short Interest: 4.24
Live Interactive Chart
Days to Next Earnings: 88 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 73
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
July 27, 2026 AC None $96.42 @$97.50 $22.80
($96.42)
23.38% -10.68% I -8.99% I $87.75 $18.80
( $87.75 )
-17.54%
April 27, 2026 AC 4.6 $141.31 @$140.00 $28.80
($141.31)
20.57% -26.04% O -21.25% O $111.27 $31.38
( $111.27 )
8.96%
Feb. 2, 2026 AC 4.3 $113.71 @$115.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 27, 2025 AC 4.2 $113.61 @$115.00
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

 
 
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