Optionslam.com

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

 
Gorman (GRC) - NYSE Next Earnings Date: OS Estimate: Sept. 11, 2026 BO
OS Projected Window: Sept. 7, 2026 to Sept. 12, 2026
EVR: 2.7
Avg Daily Volume: 216,868    Market Cap: 2.2B
Sector: Industrials    Short Interest: 2.21
Live Interactive Chart
Days to Next Earnings: 77 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
July 24, 2026 BO 2.9 $79.62 @$80.00 $8.50
($79.62)
10.62% -5.8% I 2.65% I $81.73 $6.85
( $81.73 )
-19.41%
April 23, 2026 BO 2.6 $66.21 @$65.00 $4.20
($66.21)
6.46% 13.32% O 12.32% O $74.37 $9.40
( $74.37 )
123.81%
Feb. 6, 2026 BO 2.3 $59.55 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 24, 2025 BO 2.2 $49.12 @$50.00
July 25, 2025 BO 2.2 $37.88 @$40.00
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

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