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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
REE Automotive Ltd. (REE) - NASDAQ Next Earnings Date: Estimated on Dec. 17, 2024
EVR: 5.1
Avg Daily Volume: 71,697    Market Cap: 51.43M
Sector: Basic Materials    Short Interest: 1.19
Live Interactive Chart
Days to Next Earnings: 25 Days
Implied Move Weekly: 30.26%       Expires on: Dec. 20, 2024
Implied Move Monthly: 25.10%       Expires on: Jan. 17, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 19
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
Dec. 17, 2024 BO None $0.00 @$7.50 $1.80
($7.17)
25.1% -None% I -None% I $0.00 $0.00
( N/A )
None%
Sept. 16, 2024 BO 3.2 $2.96 @$2.50 $0.65
($2.96)
26.0% 59.12% O 46.62% O $4.34 $1.80
( $4.34 )
176.92%
Sept. 13, 2024 BO 3.0 $3.42 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 30, 2024 BO 3.6 $3.72 @$2.50
Aug. 29, 2024 BO 3.9 $3.79 @$5.00
Aug. 28, 2024 BO 4.1 $3.89 @$5.00
Aug. 27, 2024 BO 4.1 $3.74 @$2.50
March 27, 2024 BO 4.2 $6.28 @$7.50
Nov. 30, 2023 BO 3.8 $6.76 @$7.50
Aug. 29, 2023 BO 3.7 $0.22 @$2.50

 
 
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