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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Rapid7 (RPD) - NASDAQ Next Earnings Date: OS Estimate: Nov. 5, 2025 AC
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 4.3
Avg Daily Volume: 867,091    Market Cap: 1.3B
Sector: None    Short Interest: 4.91
Live Interactive Chart
Days to Next Earnings: 54 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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
Aug. 7, 2025 AC 4.5 $19.82 @$20.00 $2.47
($19.82)
12.35% -10.04% I -9.78% I $17.88 $2.17
( $17.88 )
-12.15%
May 12, 2025 AC 4.5 $26.74 @$27.00 $3.90
($26.74)
14.44% -10.8% I -8.15% I $24.56 $3.85
( $24.56 )
-1.28%
Feb. 12, 2025 AC 4.6 $36.79 @$37.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2024 AC 5.1 $41.60 @$40.00
Aug. 6, 2024 AC 4.6 $33.02 @$35.00
May 7, 2024 AC 3.9 $45.80 @$45.00
Feb. 7, 2024 AC 4.2 $56.99 @$55.00
Nov. 1, 2023 AC 4.1 $45.87 @$45.00
Aug. 8, 2023 AC 3.5 $39.79 @$40.00
May 9, 2023 AC 3.4 $44.25 @$45.00

 
 
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