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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Green Plains (GPRE) - NASDAQ Next Earnings Date: OS Estimate: Feb. 10, 2027 AC
OS Projected Window: Feb. 8, 2027 to Feb. 13, 2027
EVR: 4.7
Avg Daily Volume: 1,372,104    Market Cap: 988.4M
Sector: Basic Materials    Short Interest: 18.69
Live Interactive Chart
Days to Next Earnings: 92 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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, 2026 AC 5.2 $13.70 @$14.00 $1.72
($13.70)
12.29% -4.89% I -3.43% I $13.23 $1.40
( $13.23 )
-18.6%
Aug. 6, 2026 BO 5.2 $16.49 @$16.00 $2.38
($16.49)
14.88% -8.3% I -7.82% I $15.20 $1.65
( $15.20 )
-30.67%
May 7, 2026 BO 5.7 $16.97 @$17.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 5, 2026 BO 5.7 $12.60 @$13.00
Nov. 5, 2025 BO 5.5 $10.02 @$10.00
Aug. 11, 2025 BO 4.8 $7.40 @$7.00
May 8, 2025 BO 5.1 $3.77 @$4.00
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

 
 
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