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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Graham Corporation (GHM) - NYSE Next Earnings Date: OS Estimate: Feb. 3, 2027 BO
OS Projected Window: Feb. 1, 2027 to Feb. 6, 2027
EVR: 4.7
Avg Daily Volume: 248,249    Market Cap: 821.2M
Sector: Industrials    Short Interest: 8.34
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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
Nov. 5, 2026 BO 5.1 $69.52 @$70.00 $9.75
($69.52)
13.93% 7.88% I 3.71% I $72.10 $7.80
( $72.10 )
-20.0%
Aug. 6, 2026 BO 5.7 $104.47 @$105.00 $14.15
($104.47)
13.48% 4.23% I 0.46% I $104.96 $9.23
( $104.96 )
-34.77%
June 8, 2026 BO 5.5 $107.10 @$105.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 6, 2026 BO 5.7 $73.75 @$75.00
Nov. 7, 2025 BO 6.0 $62.14 @$60.00
Aug. 5, 2025 BO 5.7 $57.43 @$55.00
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

 
 
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