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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Gates Industrial Corporation plc (GTES) - NYSE Next Earnings Date: OS Estimate: Feb. 5, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 2.8
Avg Daily Volume: 3,442,584    Market Cap: 4.45B
Sector: None    Short Interest: 5.11
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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. 30, 2024 BO 2.7 $18.26 @$17.50 $1.48
($18.26)
8.46% 9.63% O 5.69% I $19.30 $1.98
( $19.30 )
33.78%
July 31, 2024 BO 2.7 $17.73 @$17.50 $1.27
($17.73)
7.26% 7.55% O 4.85% I $18.59 $1.30
( $18.59 )
2.36%
May 1, 2024 BO 2.5 $17.62 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 8, 2024 BO 2.5 $13.26 @$12.50
Nov. 3, 2023 BO 2.4 $11.13 @$10.00
Aug. 4, 2023 BO 2.6 $13.36 @$12.50
May 4, 2023 BO 2.3 $13.58 @$12.50
Feb. 9, 2023 BO 2.2 $13.13 @$12.50
Nov. 4, 2022 BO 2.4 $10.94 @$10.00
Aug. 5, 2022 BO 2.8 $12.39 @$12.50

 
 
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