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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Gap (GAP) - NYSE Next Earnings Date: Estimated on Aug. 28, 2025
OS Projected Window: Aug. 25, 2025 to Aug. 30, 2025
EVR: 5.7
Avg Daily Volume: 8,143,633    Market Cap: None
Sector: None    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 27 Days
Implied Move Weekly: 13.27%       Expires on: Aug. 29, 2025
Implied Move Monthly: 15.98%       Expires on: Sept. 19, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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
Aug. 28, 2025 AC None $0.00 @$19.00 $3.01
($18.84)
15.98% -None% I -None% I $0.00 $0.00
( N/A )
None%
May 29, 2025 AC 5.3 $27.95 @$28.00 $4.44
($27.95)
15.86% -21.35% O -20.17% O $22.31 $5.66
( $22.31 )
27.48%
March 6, 2025 AC 5.3 $19.48 @$19.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 25, 2023 AC 3.8 $7.42 @$7.50

 
 
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