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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Gap (GAP) - NYSE Next Earnings Date: Nov. 19, 2026 AC
EVR: 5.5
Avg Daily Volume: 5,549,303    Market Cap: 7.8B
Sector: Consumer Cyclical    Short Interest: 6.79
Live Interactive Chart
Days to Next Earnings: 9 Days
Implied Move Weekly: 12.91%       Expires on: Nov. 20, 2026
Implied Move Monthly: 16.24%       Expires on: Dec. 18, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 77
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. 19, 2026 AC None $0.00 @$22.00 $3.61
($22.23)
16.24% -None% -None% $0.00 $0.00
( N/A )
None%
Aug. 27, 2026 AC 5.3 $20.79 @$21.00 $3.19
($20.79)
15.19% 24.09% O 12.93% I $23.48 $2.72
( $23.48 )
-14.73%
May 28, 2026 AC 5.2 $25.00 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 5, 2026 AC 5.3 $27.20 @$27.00
Nov. 20, 2025 AC 5.2 $23.06 @$23.00
Aug. 28, 2025 AC 5.7 $21.68 @$21.50
May 29, 2025 AC 5.3 $27.95 @$28.00
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

 
 
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