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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Gerdau S.A. (GGB) - NYSE Next Earnings Date: May 2, 2024 BO
EVR: 1.4
Avg Daily Volume: 8,025,519    Market Cap: 7.53B
Sector: Basic Materials    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 12 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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
Feb. 20, 2024 BO 1.6 $4.24 @$4.00 $0.28
($4.24)
7.0% 2.12% I 1.65% I $4.31 $0.38
( $4.31 )
35.71%
Nov. 6, 2023 BO 1.7 $4.67 @$5.00 $0.55
($4.67)
11.0% 2.35% I 0.64% I $4.70 $0.33
( $4.70 )
-40.0%
Aug. 9, 2023 BO 1.8 $5.45 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 3, 2023 BO 1.9 $4.82 @$5.00
March 1, 2023 BO 1.9 $5.47 @$5.00
Nov. 9, 2022 BO 1.8 $5.30 @$5.00
Aug. 3, 2022 BO 1.8 $4.65 @$5.00
May 5, 2022 BO 1.8 $5.54 @$6.00
Feb. 23, 2022 BO 1.9 $5.02 @$5.00
Oct. 27, 2021 BO 2.0 $5.00 @$5.00

 
 
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