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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Griffon Corporation (GFF) - NYSE Next Earnings Date: OS Estimate: Jan. 29, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 4.1
Avg Daily Volume: 482,543    Market Cap: 3.68B
Sector: Industrial Goods    Short Interest: 8.43
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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. 13, 2024 BO 3.7 $68.12 @$70.00 $7.78
($68.12)
11.11% 18.68% O 18.2% O $80.52 $12.38
( $80.52 )
59.13%
Aug. 7, 2024 BO 3.3 $69.56 @$70.00 $5.65
($69.56)
8.07% -20.91% O -20.05% O $55.61 $14.50
( $55.61 )
156.64%
May 8, 2024 BO 2.8 $67.75 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 7, 2024 BO 2.7 $60.21 @$60.00
Nov. 15, 2023 BO 3.0 $47.24 @$47.00
Aug. 2, 2023 BO 3.5 $43.15 @$43.00
May 3, 2023 BO 3.6 $28.41 @$28.00
Jan. 31, 2023 BO 4.0 $39.40 @$39.00
Nov. 17, 2022 BO 4.4 $33.61 @$34.00
July 28, 2022 BO 4.6 $27.69 @$28.00

 
 
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