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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Rapid7 (RPD) - NASDAQ Next Earnings Date: Estimated on Nov. 3, 2026
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 5.4
Avg Daily Volume: 2,433,848    Market Cap: 694.9M
Sector: Technology    Short Interest: 10.74
Live Interactive Chart
Days to Next Earnings: 53 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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. 10, 2026 AC 5.1 $11.61 @$12.00 $2.48
($11.61)
20.67% 27.39% O 15.24% I $13.38 $2.08
( $13.38 )
-16.13%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 4, 2025 AC 4.3 $17.80 @$18.00
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

 
 
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