Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Green Plains (GPRE) - NASDAQ Next Earnings Date: OS Estimate: May 5, 2026 BO
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 5.7
Avg Daily Volume: 1,294,119    Market Cap: 706.0M
Sector: Basic Materials    Short Interest: 9.55
Live Interactive Chart
Days to Next Earnings: 88 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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. 5, 2026 BO None $12.60 @$13.00 $1.90
($12.60)
14.62% 12.93% I 0.47% I $12.66 $1.48
( $12.66 )
-22.11%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US