Optionslam.com

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

 
Gorman (GRC) - NYSE Next Earnings Date: OS Estimate: May 14, 2026 BO
OS Projected Window: May 11, 2026 to May 16, 2026
EVR: 2.3
Avg Daily Volume: 98,705    Market Cap: 1.2B
Sector: Industrial Goods    Short Interest: 0.87
Live Interactive Chart
Implied Move Monthly: 4.25%       Expires on: Feb. 20, 2026

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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. 6, 2026 BO None $59.55 @$60.00 $2.55
($59.55)
4.25% 11.2% O 10.32% O $65.70 $7.90
( $65.70 )
209.8%
Oct. 24, 2025 BO 2.2 $49.12 @$50.00 $2.55
($49.12)
5.1% -8.38% O -5.19% O $46.57 $3.75
( $46.57 )
47.06%
July 25, 2025 BO 2.2 $37.88 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 24, 2025 BO 2.1 $33.34 @$35.00
Feb. 7, 2025 BO 2.1 $37.80 @$40.00
Oct. 25, 2024 BO 2.3 $38.08 @$40.00
July 26, 2024 BO 2.3 $40.63 @$40.00
April 25, 2024 BO 1.9 $36.46 @$35.00
Feb. 2, 2024 BO 1.8 $33.81 @$35.00
Oct. 27, 2023 BO 1.8 $30.08 @$30.00

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