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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Gritstone bio (GRTS) - NASDAQ Next Earnings Date: OS Estimate: Aug. 7, 2024 AC
OS Projected Window: Aug. 5, 2024 to Aug. 10, 2024
EVR: 3.8
Avg Daily Volume: 2,951,721    Market Cap: 89.44M
Sector: Health Care    Short Interest: 10.49
Live Interactive Chart
Days to Next Earnings: 65 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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
May 9, 2024 AC 3.4 $0.97 @$1.00 $0.23
($0.97)
23.0% -19.58% I -19.58% I $0.78 $0.23
( $0.78 )
0.0%
March 5, 2024 AC 3.4 $2.04 @$2.00 $0.52
($2.04)
26.0% 8.82% I 6.86% I $2.18 $0.60
( $2.18 )
15.38%
Nov. 8, 2023 AC 3.4 $1.69 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 9, 2023 AC 3.2 $1.75 @$2.50
May 11, 2023 AC 3.1 $2.61 @$2.50
March 9, 2023 AC 2.8 $2.31 @$2.50
Aug. 4, 2022 AC 2.8 $3.40 @$2.50
May 5, 2022 AC 2.7 $2.58 @$2.50
March 10, 2022 AC 2.7 $4.77 @$5.00
Aug. 5, 2021 BO 2.8 $6.41 @$7.50

 
 
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