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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Graham Corporation (GHM) - NYSE Next Earnings Date: Estimated on June 6, 2024
OS Projected Window: June 10, 2024 to June 15, 2024
EVR: 4.5
Avg Daily Volume: 109,145    Market Cap: 335.68M
Sector: Industrial Goods    Short Interest: 0.39
Live Interactive Chart
Days to Next Earnings: 43 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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. 5, 2024 BO 4.4 $19.78 @$20.00 $2.02
($19.78)
10.1% 18.8% O 11.02% O $21.96 $2.22
( $21.96 )
9.9%
Aug. 7, 2023 BO 3.7 $13.95 @$15.00 $1.15
($13.95)
7.67% 22.93% O 13.47% O $15.83 $1.72
( $15.83 )
49.57%
Feb. 6, 2023 BO 3.5 $10.87 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 29, 2022 BO 3.1 $6.60 @$7.50
June 8, 2022 AC 3.0 $8.50 @$7.50
Feb. 7, 2022 AC 2.1 $11.77 @$12.50
Oct. 27, 2021 BO 2.1 $13.13 @$12.50
Aug. 10, 2021 BO 2.2 $13.65 @$12.50
June 1, 2021 BO 2.2 $14.69 @$15.00
Jan. 28, 2021 BO 2.1 $15.58 @$15.00

 
 
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