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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Gerdau S.A. (GGB) - NYSE Next Earnings Date: OS Estimate: Aug. 5, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 1.4
Avg Daily Volume: 19,732,352    Market Cap: 9.1B
Sector: Basic Materials    Short Interest: 0.28
Live Interactive Chart
Days to Next Earnings: 85 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 27, 2026 AC 1.4 $4.32 @$5.00 $1.23
($4.32)
24.6% 5.09% I 4.39% I $4.51 $0.62
( $4.51 )
-49.59%
Feb. 23, 2026 AC 1.5 $4.16 @$5.00 $0.88
($4.16)
17.6% -4.32% I -2.16% I $4.07 $1.00
( $4.07 )
13.64%
Oct. 30, 2025 AC 1.6 $3.45 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2025 AC 1.7 $2.96 @$2.50
April 28, 2025 AC 1.7 $2.71 @$2.50
Feb. 19, 2025 AC 1.7 $3.04 @$3.00
Nov. 5, 2024 AC 1.3 $3.10 @$3.00
July 31, 2024 AC 1.5 $3.24 @$3.00
May 2, 2024 AC None $0.00 @$4.00
Feb. 20, 2024 AC 1.6 $4.31 @$4.00

 
 
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