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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
KKR Real Estate Finance Trust Inc. (KREF) - NYSE Next Earnings Date: OS Estimate: Dec. 2, 2024 AC
OS Projected Window: Dec. 2, 2024 to Dec. 7, 2024
EVR: 2.5
Avg Daily Volume: 461,340    Market Cap: 676.50M
Sector: None    Short Interest: 2.24
Live Interactive Chart
Days to Next Earnings: 10 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 14
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
Oct. 21, 2024 AC 2.5 $11.68 @$12.50 $1.18
($11.68)
9.44% -4.88% I -0.08% I $11.67 $1.07
( $11.67 )
-9.32%
April 23, 2024 AC 2.5 $10.02 @$10.00 $0.80
($10.02)
8.0% -4.89% I -2.39% I $9.78 $0.65
( $9.78 )
-18.75%
Feb. 6, 2024 AC 1.8 $11.77 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 23, 2023 AC 1.7 $10.14 @$10.00
July 24, 2023 AC 1.4 $12.73 @$12.50
April 24, 2023 AC 1.1 $11.12 @$10.00
Feb. 7, 2023 AC 0.9 $15.87 @$15.00
Oct. 24, 2022 AC 0.8 $16.91 @$17.50
July 25, 2022 AC 0.9 $18.70 @$17.50
April 25, 2022 AC 0.9 $19.70 @$20.00

 
 
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