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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Rapid7 (RPD) - NASDAQ Next Earnings Date: OS Estimate: Aug. 5, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 5.1
Avg Daily Volume: 2,127,316    Market Cap: 334.1M
Sector: None    Short Interest: 7.62
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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
May 5, 2026 AC 5.2 $6.68 @$7.00 $1.23
($6.68)
17.57% 4.79% I -1.64% I $6.57 $0.85
( $6.57 )
-30.89%
Feb. 10, 2026 AC 4.3 $10.39 @$10.00 $1.65
($10.39)
16.5% -30.7% O -28.97% O $7.38 $2.73
( $7.38 )
65.45%
Nov. 4, 2025 AC 4.3 $17.80 @$18.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2025 AC 4.5 $19.82 @$20.00
May 12, 2025 AC 4.5 $26.74 @$27.00
Feb. 12, 2025 AC 4.6 $36.79 @$37.00
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

 
 
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