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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Grifols (GRFS) - NASDAQ Next Earnings Date: OS Estimate: May 22, 2024 AC
OS Projected Window: May 20, 2024 to May 25, 2024
EVR: 2.2
Avg Daily Volume: 2,100,590    Market Cap: 5.91B
Sector: N/A    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 33 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 27
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. 29, 2024 AC 1.8 $7.51 @$7.50 $2.10
($7.51)
28.0% -11.58% I -5.99% I $7.06 $1.90
( $7.06 )
-9.52%
July 27, 2023 BO 1.8 $10.19 @$10.00 $1.15
($10.19)
11.5% -3.33% I -1.86% I $10.00 $1.05
( $10.00 )
-8.7%
Feb. 28, 2023 BO 1.5 $9.19 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 28, 2022 BO 1.2 $10.60 @$10.00
Feb. 28, 2022 AC 1.1 $12.36 @$12.50
July 29, 2021 AC 1.1 $15.57 @$15.00
May 4, 2021 AC 1.2 $17.97 @$17.50
Feb. 26, 2021 AC 1.1 $16.26 @$17.50
Nov. 5, 2020 BO 1.0 $17.59 @$17.50
July 30, 2020 AC 1.0 $19.31 @$20.00

 
 
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