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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
BRF S.A. (BRFS) - NYSE Next Earnings Date: Estimated on May 15, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 3.5
Avg Daily Volume: 1,930,955    Market Cap: 3.7B
Sector: Consumer Goods    Short Interest: 0.46
Live Interactive Chart
Days to Next Earnings: 44 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
Feb. 26, 2025 AC 3.4 $3.31 @$2.50 $0.82
($3.31)
32.8% -9.66% I -5.13% I $3.14 $0.62
( $3.14 )
-24.39%
Nov. 13, 2024 AC 3.6 $4.29 @$5.00 $0.75
($4.29)
15.0% 2.33% I 0.0% I $4.29 $0.65
( $4.29 )
-13.33%
Aug. 14, 2024 AC 3.8 $4.32 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 7, 2024 AC 3.6 $3.36 @$2.50
Feb. 26, 2024 AC 3.4 $2.80 @$2.50
Nov. 13, 2023 AC 3.4 $2.44 @$2.50
Aug. 14, 2023 AC 3.6 $1.99 @$2.50
May 15, 2023 AC 3.4 $1.54 @$2.50
Feb. 28, 2023 AC 2.8 $1.18 @$2.50
Nov. 9, 2022 AC 2.6 $2.31 @$2.50

 
 
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