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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Gorman (GRC) - NYSE Next Earnings Date: Estimate: Jan. 31, 2025 BO
EVR: 2.1
Avg Daily Volume: 66,826    Market Cap: 1.02B
Sector: Industrial Goods    Short Interest: 0.8
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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. 25, 2024 BO 2.3 $38.08 @$40.00 $3.25
($38.08)
8.12% -2.02% I -1.89% I $37.36 $2.70
( $37.36 )
-16.92%
July 26, 2024 BO 2.3 $40.63 @$40.00 $2.40
($40.63)
6.0% 3.96% I 1.18% I $41.11 $1.40
( $41.11 )
-41.67%
April 25, 2024 BO 1.9 $36.46 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 2, 2024 BO 1.8 $33.81 @$35.00
Oct. 27, 2023 BO 1.8 $30.08 @$30.00
July 28, 2023 BO 1.6 $27.94 @$30.00
April 27, 2023 BO 1.5 $23.45 @$22.50
Feb. 3, 2023 BO 1.5 $30.05 @$30.00
Oct. 28, 2022 BO 1.5 $26.80 @$25.00
July 29, 2022 BO 1.6 $31.03 @$30.00

 
 
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