Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Gannett Co. (GCI) - NYSE Next Earnings Date: OS Estimate: Feb. 26, 2026 BO
OS Projected Window: Feb. 23, 2026 to Feb. 28, 2026
EVR: 6.3
Avg Daily Volume: 2,281,901    Market Cap: 552.8M
Sector: Services    Short Interest: 10.95
Live Interactive Chart
Days to Next Earnings: 114 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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
Oct. 30, 2025 BO 5.8 $4.11 @$4.00 $0.72
($4.11)
18.0% 29.19% O 27.73% O $5.25 $1.43
( $5.25 )
98.61%
July 31, 2025 BO 6.4 $3.65 @$4.00 $0.58
($3.65)
14.5% 14.24% I 4.38% I $3.81 $0.40
( $3.81 )
-31.03%
May 1, 2025 BO 6.6 $3.20 @$3.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 20, 2025 BO 7.1 $4.80 @$5.00
Oct. 31, 2024 BO 7.1 $5.81 @$6.00
Aug. 1, 2024 BO 7.1 $4.91 @$5.00
May 2, 2024 BO 6.6 $2.41 @$2.00
Feb. 22, 2024 BO 6.8 $2.21 @$2.00
Nov. 2, 2023 BO 6.7 $2.30 @$2.00
Aug. 3, 2023 BO 6.7 $2.75 @$3.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US