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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Gap (GAP) - NYSE Next Earnings Date: OS Estimate: March 5, 2026 AC
OS Projected Window: March 2, 2026 to March 7, 2026
EVR: 5.3
Avg Daily Volume: 9,448,106    Market Cap: 8.7B
Sector: None    Short Interest: 5.53
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 73
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
Nov. 20, 2025 AC 5.2 $23.06 @$23.00 $4.04
($23.06)
17.57% 9.88% I 8.23% I $24.96 $2.99
( $24.96 )
-25.99%
Aug. 28, 2025 AC 5.7 $21.68 @$21.50 $3.09
($21.68)
14.37% 4.24% I 1.52% I $22.01 $1.84
( $22.01 )
-40.45%
May 29, 2025 AC 5.3 $27.95 @$28.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 6, 2025 AC 5.3 $19.48 @$19.50
Nov. 21, 2024 AC 5.1 $22.04 @$22.00
Aug. 29, 2024 AC 5.4 $22.80 @$23.00
May 30, 2024 AC 4.6 $22.52 @$22.50
March 7, 2024 AC 4.9 $19.33 @$19.50
Nov. 16, 2023 AC 4.0 $13.67 @$14.00
Aug. 24, 2023 AC 4.0 $9.53 @$9.50

 
 
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