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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Graham Corporation (GHM) - NYSE Next Earnings Date: Estimated on Aug. 4, 2026
OS Projected Window: Aug. 17, 2026 to Aug. 22, 2026
EVR: 5.7
Avg Daily Volume: 288,838    Market Cap: 1.3B
Sector: Industrial Goods    Short Interest: 3.5
Live Interactive Chart
Days to Next Earnings: 39 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
June 8, 2026 BO 5.5 $107.10 @$105.00 $14.20
($107.10)
13.52% -17.83% O -10.98% I $95.34 $13.15
( $95.34 )
-7.39%
Feb. 6, 2026 BO 5.7 $73.75 @$75.00 $11.15
($73.75)
14.87% 14.68% I 12.86% I $83.24 $12.00
( $83.24 )
7.62%
Nov. 7, 2025 BO 6.0 $62.14 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 5, 2024 BO 4.5 $19.78 @$20.00
Nov. 6, 2023 BO 4.7 $16.99 @$17.50

 
 
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