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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
VictoryShares International Free Cash Flow Growth ETF (GRIN) - NASDAQ Next Earnings Date: OS Estimate: Nov. 21, 2025 AC
OS Projected Window: Nov. 17, 2025 to Nov. 22, 2025
EVR: 0.8
Avg Daily Volume: 106,138    Market Cap: 502.3M
Sector: Transportation    Short Interest: 0.02
Live Interactive Chart
Days to Next Earnings: 67 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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
Aug. 8, 2024 AC 0.8 $14.15 @$15.00 $2.50
($14.15)
16.67% 0.49% I 0.28% I $14.19 $2.50
( $14.19 )
0.0%
July 31, 2024 AC 1.1 $14.15 @$15.00 $2.50
($14.15)
16.67% -0.07% I -0.07% I $14.14 $2.50
( $14.14 )
0.0%
July 26, 2024 AC 1.3 $14.15 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 31, 2024 AC 2.3 $13.63 @$12.50
Feb. 28, 2024 AC 2.4 $9.07 @$10.00
Nov. 28, 2023 AC 2.5 $10.01 @$10.00
Sept. 5, 2023 AC 2.7 $7.99 @$7.50
May 17, 2023 AC 2.7 $10.01 @$10.00
Feb. 15, 2023 AC 2.7 $15.78 @$15.00
Nov. 16, 2022 AC 0.6 $25.87 @$25.00

 
 
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