Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Rapid7 (RPD) - NASDAQ Next Earnings Date: OS Estimate: Feb. 5, 2025 AC
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 4.6
Avg Daily Volume: 749,773    Market Cap: 3.34B
Sector: None    Short Interest: 8.96
Live Interactive Chart
Days to Next Earnings: 75 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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. 6, 2024 AC 5.1 $41.60 @$40.00 $5.90
($41.60)
14.75% -4.78% I -0.76% I $41.28 $2.67
( $41.28 )
-54.75%
Aug. 6, 2024 AC 4.6 $33.02 @$35.00 $5.05
($33.02)
14.43% 19.44% O 9.93% I $36.30 $3.15
( $36.30 )
-37.62%
May 7, 2024 AC 3.9 $45.80 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 7, 2024 AC 4.2 $56.99 @$55.00
Nov. 1, 2023 AC 4.1 $45.87 @$45.00
Aug. 8, 2023 AC 3.5 $39.79 @$40.00
May 9, 2023 AC 3.4 $44.25 @$45.00
Feb. 8, 2023 AC 3.5 $51.47 @$50.00
Nov. 2, 2022 AC 2.7 $39.07 @$40.00
Aug. 3, 2022 AC 2.6 $71.78 @$70.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US