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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
General Mills (GIS) - NYSE Next Earnings Date: OS Estimate: June 26, 2024 BO
OS Projected Window: June 24, 2024 to June 29, 2024
EVR: 1.8
Avg Daily Volume: 4,736,939    Market Cap: 39.50B
Sector: Consumer Goods    Short Interest: 2.44
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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
March 20, 2024 BO 1.7 $68.63 @$69.00 $3.80
($68.63)
5.51% 8.48% O 1.16% I $69.43 $2.73
( $69.43 )
-28.16%
Dec. 20, 2023 BO 1.7 $66.71 @$67.00 $3.95
($66.71)
5.9% -4.21% I -3.56% I $64.33 $3.83
( $64.33 )
-3.04%
Sept. 20, 2023 BO 1.8 $65.88 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 28, 2023 BO 1.8 $80.90 @$80.00
March 23, 2023 BO 1.8 $79.87 @$80.00
Dec. 20, 2022 BO 1.8 $87.12 @$87.50
Sept. 21, 2022 BO 1.6 $75.41 @$75.00
June 29, 2022 BO 1.6 $70.26 @$70.00
March 23, 2022 BO 1.5 $62.68 @$62.50
Dec. 21, 2021 BO 1.5 $67.79 @$67.50

 
 
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