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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Graham Corporation (GHM) - NYSE Next Earnings Date: OS Estimate: June 2, 2026 BO
OS Projected Window: June 1, 2026 to June 6, 2026
EVR: 5.7
Avg Daily Volume: 113,019    Market Cap: 684.5M
Sector: Industrial Goods    Short Interest: 3.84
Live Interactive Chart
Implied Move Monthly: 14.87%       Expires on: Feb. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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. 6, 2026 BO None $73.75 @$75.00 $11.15
($73.75)
14.87% 14.65% I 12.86% I $83.24 $12.00
( $83.24 )
7.62%
Nov. 7, 2025 BO 6.0 $62.14 @$60.00 $9.05
($62.14)
15.08% -6.64% I 0.35% I $62.36 $7.00
( $62.36 )
-22.65%
Aug. 5, 2025 BO 5.7 $57.43 @$55.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 9, 2025 BO 5.5 $42.00 @$40.00
Feb. 7, 2025 BO 5.2 $47.28 @$45.00
Nov. 8, 2024 BO 4.7 $33.38 @$35.00
June 7, 2024 BO 4.8 $26.06 @$25.00
Feb. 5, 2024 BO 4.5 $19.78 @$20.00
Nov. 6, 2023 BO 4.7 $16.99 @$17.50
Aug. 7, 2023 BO 4.0 $13.95 @$15.00

 
 
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