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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Greenbrier Companies (GBX) - NYSE Next Earnings Date: OS Estimate: July 5, 2024 BO
OS Projected Window: July 1, 2024 to July 6, 2024
EVR: 4.7
Avg Daily Volume: 349,581    Market Cap: 1.54B
Sector: Services    Short Interest: 6.34
Live Interactive Chart
Days to Next Earnings: 65 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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 5, 2024 BO 4.6 $52.40 @$50.00 $6.42
($52.40)
12.84% 10.68% I 1.45% I $53.16 $4.12
( $53.16 )
-35.83%
Jan. 5, 2024 BO 4.6 $44.34 @$45.00 $5.65
($44.34)
12.56% 14.47% O 5.05% I $46.58 $2.78
( $46.58 )
-50.8%
June 29, 2023 BO 4.0 $32.48 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 10, 2023 BO 3.8 $30.21 @$30.00
Jan. 6, 2023 BO 3.6 $34.91 @$35.00
July 11, 2022 BO 3.9 $32.62 @$35.00
April 6, 2022 BO 4.1 $46.90 @$45.00
Jan. 7, 2022 BO 4.2 $47.46 @$45.00
Oct. 26, 2021 BO 4.5 $46.66 @$45.00
July 9, 2021 BO 4.9 $40.04 @$40.00

 
 
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