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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Grifols (GRFS) - NASDAQ Next Earnings Date: OS Estimate: June 5, 2025 AC
OS Projected Window: June 2, 2025 to June 7, 2025
EVR: 2.0
Avg Daily Volume: 1,261,351    Market Cap: 5.8B
Sector: N/A    Short Interest: 0.51
Live Interactive Chart
Days to Next Earnings: 65 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 31
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
Feb. 26, 2025 AC 1.8 $7.94 @$8.00 $2.02
($7.94)
25.25% 8.31% I 4.28% I $8.28 $0.55
( $8.28 )
-72.77%
July 30, 2024 AC None $0.00 @$7.50 $1.62
($7.75)
21.6% -None% I -None% I $0.00 $1.32
( $7.47 )
-18.52%
July 27, 2023 AC 1.6 $10.00 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 28, 2023 AC 1.5 $8.66 @$7.50
July 28, 2022 BO 1.1 $10.60 @$10.00
Feb. 28, 2022 AC 1.0 $12.36 @$12.50
July 29, 2021 AC 1.1 $15.57 @$15.00
May 4, 2021 AC 1.1 $17.97 @$17.50
Feb. 26, 2021 AC 1.1 $16.26 @$17.50
Nov. 5, 2020 BO 1.0 $17.59 @$17.50

 
 
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