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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Green Plains (GPRE) - NASDAQ Next Earnings Date: OS Estimate: Feb. 5, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 4.6
Avg Daily Volume: 1,248,662    Market Cap: 1.14B
Sector: Basic Materials    Short Interest: 12.13
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
Oct. 31, 2024 BO 4.1 $11.64 @$12.00 $1.88
($11.64)
15.67% 20.61% O 5.06% I $12.23 $1.68
( $12.23 )
-10.64%
Aug. 6, 2024 BO 3.8 $16.18 @$16.00 $2.47
($16.18)
15.44% -16.13% O -12.66% I $14.13 $1.90
( $14.13 )
-23.08%
May 3, 2024 BO 3.9 $20.74 @$21.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 7, 2024 BO 3.3 $20.02 @$20.00
Oct. 31, 2023 BO 3.1 $28.61 @$29.00
Aug. 4, 2023 BO 3.2 $34.21 @$34.00
May 4, 2023 BO 3.6 $33.43 @$33.00
Feb. 8, 2023 BO 3.5 $33.92 @$34.00
Nov. 3, 2022 BO 3.4 $27.66 @$28.00
Aug. 2, 2022 BO 3.3 $35.67 @$36.00

 
 
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