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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Green Plains (GPRE) - NASDAQ Next Earnings Date: Estimated on Feb. 12, 2026
OS Projected Window: Feb. 9, 2026 to Feb. 14, 2026
EVR: 5.7
Avg Daily Volume: 1,391,125    Market Cap: 706.0M
Sector: Basic Materials    Short Interest: 9.55
Live Interactive Chart
Days to Next Earnings: 55 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, 2025 BO 5.5 $10.02 @$10.00 $1.93
($10.02)
19.3% 18.46% I 12.57% I $11.28 $1.90
( $11.28 )
-1.55%
Aug. 11, 2025 BO 4.8 $7.40 @$7.00 $1.75
($7.40)
25.0% 24.05% I 19.45% I $8.84 $2.28
( $8.84 )
30.29%
May 8, 2025 BO 5.1 $3.77 @$4.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 7, 2025 BO 4.6 $8.29 @$8.00
Oct. 31, 2024 BO 4.1 $11.64 @$12.00
Aug. 6, 2024 BO 3.8 $16.18 @$16.00
May 3, 2024 BO 3.9 $20.74 @$21.00
Feb. 7, 2024 BO 3.3 $20.02 @$20.00
Oct. 31, 2023 BO 3.1 $28.61 @$29.00
Aug. 4, 2023 BO 3.2 $34.21 @$34.00

 
 
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