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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Green Plains (GPRE) - NASDAQ Next Earnings Date: OS Estimate: Aug. 5, 2026 BO
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 5.2
Avg Daily Volume: 1,535,004    Market Cap: 1.2B
Sector: Basic Materials    Short Interest: 19.16
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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
May 7, 2026 BO 5.7 $16.97 @$17.00 $2.15
($16.97)
12.65% 5.42% I -3.0% I $16.46 $1.50
( $16.46 )
-30.23%
Feb. 5, 2026 BO 5.7 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 3, 2024 BO 3.9 $20.74 @$21.00
Feb. 7, 2024 BO 3.3 $20.02 @$20.00

 
 
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