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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Groupon (GRPN) - NASDAQ Next Earnings Date: OS Estimate: Aug. 5, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 9.4
Avg Daily Volume: 2,208,772    Market Cap: 551.3M
Sector: Technology    Short Interest: 35.45
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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
May 7, 2026 AC 9.9 $15.46 @$15.00 $3.25
($15.46)
21.67% 22.89% O 15.0% I $17.78 $3.30
( $17.78 )
1.54%
March 10, 2026 AC 10.0 $11.58 @$12.00 $2.85
($11.58)
23.75% -9.75% I -4.31% I $11.08 $1.28
( $11.08 )
-55.09%
Nov. 6, 2025 AC 10.0 $18.90 @$19.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2025 AC 10.0 $30.67 @$30.50
May 7, 2025 AC 9.6 $16.98 @$17.00
March 11, 2025 AC 8.8 $9.77 @$10.00
Nov. 12, 2024 AC 8.1 $11.32 @$11.00
July 30, 2024 AC 8.2 $15.71 @$15.50
May 9, 2024 AC 7.4 $10.50 @$10.50
March 15, 2024 BO 7.1 $18.17 @$18.00

 
 
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