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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Research Frontiers Incorporated (REFR) - NASDAQ Next Earnings Date: OS Estimate: March 13, 2025 AC
OS Projected Window: March 10, 2025 to March 15, 2025
EVR: 4.2
Avg Daily Volume: 25,485    Market Cap: 35.52M
Sector: Industrial Goods    Short Interest: 1.21
Live Interactive Chart
Days to Next Earnings: 111 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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
Nov. 7, 2024 AC 4.1 $2.09 @$2.50 $0.70
($2.09)
28.0% 10.52% I 9.56% I $2.29 $0.40
( $2.29 )
-42.86%
May 9, 2024 AC 4.0 $2.00 @$2.50 $0.60
($2.00)
24.0% 10.49% I 3.49% I $2.07 $0.57
( $2.07 )
-5.0%
March 7, 2024 AC 3.4 $1.13 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 2, 2023 AC 3.6 $1.02 @$2.50
Aug. 3, 2023 AC 3.5 $1.60 @$2.50
May 4, 2023 AC 3.4 $1.42 @$2.50
March 9, 2023 AC 3.7 $1.75 @$2.50
Aug. 4, 2022 AC 3.1 $1.70 @$2.50
May 5, 2022 AC 3.5 $1.70 @$2.50
March 9, 2022 AC 3.5 $2.16 @$2.50

 
 
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