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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Rapid7 (RPD) - NASDAQ Next Earnings Date: OS Estimate: Feb. 11, 2026 AC
OS Projected Window: Feb. 9, 2026 to Feb. 14, 2026
EVR: 4.3
Avg Daily Volume: 1,109,593    Market Cap: 929.8M
Sector: None    Short Interest: 5.82
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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
Nov. 4, 2025 AC 4.3 $17.80 @$18.00 $2.62
($17.80)
14.56% -20.22% O -19.94% O $14.25 $4.22
( $14.25 )
61.07%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 1, 2023 AC 4.1 $45.87 @$45.00
Aug. 8, 2023 AC 3.5 $39.79 @$40.00

 
 
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