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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
W.W. Grainger (GWW) - NYSE Next Earnings Date: OS Estimate: July 25, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 2.2
Avg Daily Volume: 231,388    Market Cap: 48.86B
Sector: Services    Short Interest: 3.27
Live Interactive Chart
Days to Next Earnings: 59 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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
April 25, 2024 BO 2.3 $958.32 @$960.00 $55.60
($958.32)
5.79% -3.9% I -1.09% I $947.84 $42.05
( $947.84 )
-24.37%
Feb. 2, 2024 BO 2.4 $922.64 @$920.00 $57.30
($922.64)
6.23% 6.1% I 5.4% I $972.54 $59.68
( $972.54 )
4.15%
Oct. 26, 2023 BO 2.4 $677.41 @$680.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2023 BO 2.4 $762.12 @$760.00
April 27, 2023 BO 2.4 $659.82 @$660.00
Feb. 2, 2023 BO 2.1 $598.05 @$600.00
Oct. 28, 2022 BO 2.1 $537.67 @$540.00
July 29, 2022 BO 2.0 $501.88 @$500.00
April 28, 2022 BO 2.1 $495.71 @$500.00
Feb. 3, 2022 BO 2.1 $501.14 @$500.00

 
 
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