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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Gap (GAP) - NYSE Next Earnings Date: OS Estimate: May 29, 2025 AC
OS Projected Window: May 26, 2025 to May 31, 2025
EVR: 5.3
Avg Daily Volume: 10,281,789    Market Cap: None
Sector: None    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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 6, 2025 AC 5.3 $19.48 @$19.50 $2.73
($19.48)
14.0% 19.71% O 18.83% O $23.15 $3.38
( $23.15 )
23.81%
Nov. 21, 2024 AC 5.1 $22.04 @$22.00 $3.83
($22.04)
17.41% 17.46% O 12.84% I $24.87 $3.35
( $24.87 )
-12.53%
Aug. 29, 2024 AC 5.4 $22.80 @$23.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 30, 2024 AC 4.6 $22.52 @$22.50
March 7, 2024 AC 4.9 $19.33 @$19.50
Nov. 16, 2023 AC 4.0 $13.67 @$14.00
Aug. 24, 2023 AC 4.0 $9.53 @$9.50
May 25, 2023 AC 3.8 $7.42 @$7.50
March 9, 2023 AC 4.2 $11.58 @$11.50
Nov. 17, 2022 AC 4.0 $12.71 @$13.00

 
 
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