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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Glatfelter Corporation (GLT) - NYSE Next Earnings Date: OS Estimate: April 30, 2024 BO
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 3.9
Avg Daily Volume: 564,956    Market Cap: 81.00M
Sector: Consumer Goods    Short Interest: 8.89
Live Interactive Chart
Days to Next Earnings: 15 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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. 22, 2024 BO 4.0 $2.06 @$2.50 $0.62
($2.06)
24.8% 6.31% I 0.0% I $2.06 $0.65
( $2.06 )
4.84%
May 4, 2023 BO 3.6 $4.36 @$5.00 $0.85
($4.36)
17.0% -20.41% O -16.28% I $3.65 $1.45
( $3.65 )
70.59%
Feb. 21, 2023 BO 3.2 $4.04 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 3, 2022 BO 3.1 $2.83 @$2.50
Aug. 2, 2022 BO 3.0 $6.34 @$7.50
May 3, 2022 BO 2.3 $11.11 @$10.00
Feb. 10, 2022 BO 2.4 $17.12 @$17.50
Nov. 2, 2021 BO 2.8 $16.96 @$17.50
Aug. 3, 2021 BO 3.2 $15.04 @$15.00
May 4, 2021 BO 3.6 $15.32 @$15.00

 
 
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