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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Rapid7 (RPD) - NASDAQ Next Earnings Date: Estimated on Aug. 11, 2025
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 4.5
Avg Daily Volume: 789,566    Market Cap: 1.5B
Sector: None    Short Interest: 5.15
Live Interactive Chart
Days to Next Earnings: 38 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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 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 $4.70
($36.79)
12.7% -8.39% I -5.35% I $34.82 $4.17
( $34.82 )
-11.28%
Nov. 6, 2024 AC 5.1 $41.60 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 8, 2023 AC 3.5 $51.47 @$50.00

 
 
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