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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
GRAIL (GRAL) - NASDAQ Next Earnings Date: OS Estimate: Feb. 16, 2027 AC
OS Projected Window: Feb. 15, 2027 to Feb. 20, 2027
EVR: 7.1
Avg Daily Volume: 1,040,305    Market Cap: 6.4B
Sector: Healthcare    Short Interest: 18.3
Live Interactive Chart
Days to Next Earnings: 98 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 9
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. 4, 2026 AC 7.0 $143.66 @$145.00 $26.15
($143.66)
18.03% -18.41% O -17.07% I $119.13 $26.30
( $119.13 )
0.57%
Aug. 5, 2026 AC 7.2 $74.18 @$75.00 $11.70
($74.18)
15.6% -18.09% O -14.53% I $63.40 $13.00
( $63.40 )
11.11%
May 5, 2026 AC 7.3 $54.40 @$55.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 19, 2026 AC 5.0 $101.53 @$100.00
Nov. 12, 2025 AC 5.6 $84.77 @$85.00
Aug. 12, 2025 AC 6.4 $33.60 @$35.00
May 13, 2025 AC 5.4 $42.89 @$45.00
Feb. 20, 2025 AC 0.4 $47.76 @$50.00
Nov. 12, 2024 AC 0.0 $15.09 @$15.00

 
 
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