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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Gap (GAP) - NYSE Next Earnings Date: OS Estimate: Aug. 26, 2026 AC
OS Projected Window: Aug. 24, 2026 to Aug. 29, 2026
EVR: 5.3
Avg Daily Volume: 8,787,286    Market Cap: 7.6B
Sector: None    Short Interest: 7.04
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 75
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 28, 2026 AC 5.2 $25.00 @$25.00 $3.38
($25.00)
13.52% -18.0% O -15.4% O $21.15 $4.25
( $21.15 )
25.74%
March 5, 2026 AC 5.3 $27.20 @$27.00 $3.89
($27.20)
14.41% -14.96% O -14.41% I $23.28 $3.90
( $23.28 )
0.26%
Nov. 20, 2025 AC 5.2 $23.06 @$23.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 30, 2024 AC 4.6 $22.52 @$22.50
March 7, 2024 AC 4.9 $19.33 @$19.50

 
 
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