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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Griffon Corporation (GFF) - NYSE Next Earnings Date: OS Estimate: July 30, 2025 BO
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 4.1
Avg Daily Volume: 424,258    Market Cap: 3.3B
Sector: Industrial Goods    Short Interest: 4.14
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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 8, 2025 BO 4.3 $67.90 @$70.00 $3.77
($67.90)
5.39% 5.13% I 4.44% I $70.92 $4.85
( $70.92 )
28.65%
Feb. 5, 2025 BO 4.1 $74.31 @$75.00 $6.60
($74.31)
8.8% 13.36% O 8.88% O $80.91 $8.22
( $80.91 )
24.55%
Nov. 13, 2024 BO 3.7 $68.12 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2024 BO 3.3 $69.56 @$70.00
May 8, 2024 BO 2.8 $67.75 @$70.00
Feb. 7, 2024 BO 2.7 $60.21 @$60.00
Nov. 15, 2023 BO 3.0 $47.24 @$47.00
Aug. 2, 2023 BO 3.5 $43.15 @$43.00
May 3, 2023 BO 3.6 $28.41 @$28.00
Jan. 31, 2023 BO 4.0 $39.40 @$39.00

 
 
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