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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Rapid7 (RPD) - NASDAQ Next Earnings Date: Estimated on May 7, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 3.9
Avg Daily Volume: 640,998    Market Cap: 3.34B
Sector: None    Short Interest: 8.96
Live Interactive Chart
Days to Next Earnings: 11 Days
Implied Move Monthly: 15.49%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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 7, 2024 AC None $0.00 @$45.00 $7.10
($45.85)
15.49% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 7, 2024 AC 4.2 $56.99 @$55.00 $6.20
($56.99)
11.27% -6.17% I 3.05% I $58.73 $4.62
( $58.73 )
-25.48%
Nov. 1, 2023 AC 4.1 $45.87 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 2, 2022 AC 2.7 $39.07 @$40.00
Aug. 3, 2022 AC 2.6 $71.78 @$70.00
May 4, 2022 AC 2.1 $94.71 @$95.00
Feb. 9, 2022 AC 2.3 $100.35 @$100.00

 
 
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