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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Gritstone bio (GRTS) - NASDAQ Next Earnings Date: OS Estimate: March 5, 2025 AC
OS Projected Window: March 3, 2025 to March 8, 2025
EVR: 4.3
Avg Daily Volume: 36,433,793    Market Cap: 89.44M
Sector: Health Care    Short Interest: 10.49
Live Interactive Chart
Days to Next Earnings: 103 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 14
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
Aug. 8, 2024 AC 4.5 $0.52 @$0.50 $0.12
($0.52)
24.0% -5.76% I -5.76% I $0.49 $0.38
( $0.49 )
216.67%
Aug. 7, 2024 AC 4.1 $0.45 @$0.50 $0.47
($0.45)
94.0% 20.0% I 15.55% I $0.52 $0.30
( $0.52 )
-36.17%
May 9, 2024 AC 3.7 $0.97 @$1.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 5, 2024 AC 3.8 $2.04 @$2.00
Nov. 8, 2023 AC 3.7 $1.69 @$2.50
Aug. 9, 2023 AC 3.8 $1.75 @$2.50
May 11, 2023 AC 3.5 $2.61 @$2.50
March 9, 2023 AC 3.2 $2.31 @$2.50
Aug. 4, 2022 AC 2.8 $3.40 @$2.50
May 5, 2022 AC 2.7 $2.58 @$2.50

 
 
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