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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Graham Corporation (GHM) - NYSE Next Earnings Date: OS Estimate: Jan. 29, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 5.2
Avg Daily Volume: 58,669    Market Cap: 307.09M
Sector: Industrial Goods    Short Interest: 0.6
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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. 8, 2024 BO 4.7 $33.38 @$35.00 $2.80
($33.38)
8.0% 19.83% O 17.04% O $39.07 $6.95
( $39.07 )
148.21%
June 7, 2024 BO 4.8 $26.06 @$25.00 $2.78
($26.06)
11.12% 11.62% O 6.1% I $27.65 $3.52
( $27.65 )
26.62%
Feb. 5, 2024 BO 4.5 $19.78 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2023 BO 4.7 $16.99 @$17.50
Aug. 7, 2023 BO 4.0 $13.95 @$15.00
June 8, 2023 BO 4.1 $11.70 @$12.50
Feb. 6, 2023 BO 3.8 $10.87 @$10.00
July 29, 2022 BO 3.1 $6.60 @$7.50
June 8, 2022 AC 3.0 $8.50 @$7.50
Feb. 7, 2022 AC 2.1 $11.77 @$12.50

 
 
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