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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Green Plains (GPRE) - NASDAQ Next Earnings Date: OS Estimate: Aug. 6, 2025 BO
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 4.8
Avg Daily Volume: 1,493,843    Market Cap: 276.3M
Sector: Basic Materials    Short Interest: 11.18
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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 8, 2025 BO 5.1 $3.77 @$4.00 $0.62
($3.77)
15.5% -10.34% I 1.59% I $3.83 $0.50
( $3.83 )
-19.35%
Feb. 7, 2025 BO 4.6 $8.29 @$8.00 $1.20
($8.29)
15.0% -24.84% O -20.38% O $6.60 $1.32
( $6.60 )
10.0%
Oct. 31, 2024 BO 4.1 $11.64 @$12.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 4, 2023 BO 3.6 $33.43 @$33.00
Feb. 8, 2023 BO 3.5 $33.92 @$34.00

 
 
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