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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Gerdau S.A. (GGB) - NYSE Next Earnings Date: OS Estimate: Nov. 4, 2026 AC
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 1.5
Avg Daily Volume: 15,391,156    Market Cap: 9.9B
Sector: Basic Materials    Short Interest: 1.19
Live Interactive Chart
Days to Next Earnings: 77 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
Aug. 4, 2026 AC 1.4 $5.10 @$5.00 $0.47
($5.10)
9.4% -4.31% I 0.78% I $5.14 $0.28
( $5.14 )
-40.43%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 30, 2025 AC 1.6 $3.45 @$2.50
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

 
 
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