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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Gorman (GRC) - NYSE Next Earnings Date: OS Estimate: Sept. 12, 2025 BO
OS Projected Window: Sept. 8, 2025 to Sept. 13, 2025
EVR: 2.2
Avg Daily Volume: 60,283    Market Cap: 989.8M
Sector: Industrial Goods    Short Interest: 0.65
Live Interactive Chart
Days to Next Earnings: 86 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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 25, 2025 BO 2.2 $37.88 @$40.00 $2.80
($37.88)
7.0% 9.58% O 8.23% O $41.00 $2.40
( $41.00 )
-14.29%
April 24, 2025 BO 2.1 $33.34 @$35.00 $2.77
($33.34)
7.91% 6.74% I 5.72% I $35.25 $2.40
( $35.25 )
-13.36%
Feb. 7, 2025 BO 2.1 $37.80 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 28, 2023 BO 1.6 $27.94 @$30.00
April 27, 2023 BO 1.5 $23.45 @$22.50

 
 
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