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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Goldman Sachs Group (GS) - NYSE Next Earnings Date: OS Estimate: July 17, 2024 BO
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 1.5
Avg Daily Volume: 2,419,887    Market Cap: 135.55B
Sector: Financial    Short Interest: 1.45
Live Interactive Chart
Days to Next Earnings: 66 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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
April 15, 2024 BO 1.5 $389.49 @$390.00 $25.35
($389.49)
6.5% 6.0% I 2.92% I $400.88 $25.42
( $400.88 )
0.28%
Jan. 16, 2024 BO 1.6 $377.75 @$380.00 $20.33
($377.75)
5.35% 1.92% I 0.71% I $380.45 $18.35
( $380.45 )
-9.74%
Oct. 17, 2023 BO 1.7 $314.39 @$315.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 19, 2023 BO 1.7 $337.27 @$335.00
April 18, 2023 BO 1.8 $339.68 @$340.00
Jan. 17, 2023 BO 1.6 $374.00 @$375.00
Oct. 18, 2022 BO 1.5 $306.71 @$305.00
July 18, 2022 BO 1.4 $293.87 @$295.00
April 14, 2022 BO 1.4 $321.97 @$320.00
Jan. 18, 2022 BO 1.3 $380.94 @$380.00

 
 
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