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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Rafael Holdings (RFL) - NYSE Next Earnings Date: OS Estimate: June 11, 2025 AC
OS Projected Window: June 9, 2025 to June 14, 2025
EVR: 1.7
Avg Daily Volume: 29,451    Market Cap: 50.6M
Sector: None    Short Interest: 0.41
Live Interactive Chart
Days to Next Earnings: 72 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 23
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
March 13, 2025 AC 1.9 $1.80 @$2.50 $0.73
($1.80)
29.2% 5.55% I 1.66% I $1.83 $0.70
( $1.83 )
-4.11%
Dec. 11, 2024 BO 1.9 $1.86 @$2.50 $0.55
($1.86)
22.0% 4.83% I 1.61% I $1.89 $0.57
( $1.89 )
3.64%
June 14, 2024 AC 2.0 $1.43 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 11, 2024 AC 2.2 $1.51 @$2.50
March 13, 2024 AC 2.2 $1.67 @$2.50
Dec. 14, 2023 AC 2.4 $1.79 @$2.50
Oct. 30, 2023 AC 2.5 $1.72 @$2.50
June 13, 2023 AC 2.8 $2.20 @$2.50
March 14, 2023 AC 2.7 $1.95 @$2.50
Dec. 13, 2022 BO 2.8 $1.91 @$2.50

 
 
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