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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Redwood Trust (RWT) - NYSE Next Earnings Date: OS Estimate: Oct. 28, 2026 BO
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 3.3
Avg Daily Volume: 3,834,136    Market Cap: 616.1M
Sector: Financial    Short Interest: 5.63
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
July 28, 2026 BO None $4.94 @$5.00 $0.45
($4.94)
9.0% -10.12% O -5.46% I $4.67 $0.57
( $4.67 )
26.67%
April 29, 2026 AC 3.5 $5.61 @$6.00 $1.15
($5.61)
19.17% 4.27% I -0.89% I $5.56 $0.40
( $5.56 )
-65.22%
Feb. 11, 2026 AC 2.7 $5.54 @$6.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 29, 2025 AC 2.7 $5.49 @$5.00
July 30, 2025 BO 2.7 $6.07 @$6.00
April 30, 2025 AC 2.8 $6.21 @$6.00
Feb. 13, 2025 AC 2.7 $6.46 @$6.00
Oct. 30, 2024 AC 2.8 $7.64 @$8.00
Aug. 1, 2024 BO 2.9 $7.27 @$7.00
April 30, 2024 AC 2.5 $5.53 @$6.00

 
 
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