Optionslam.com

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

 
Gritstone bio (GRTS) - NASDAQ Next Earnings Date: Estimated on May 9, 2024
EVR: 3.2
Avg Daily Volume: 3,881,025    Market Cap: 89.44M
Sector: Health Care    Short Interest: 10.49
Live Interactive Chart
Days to Next Earnings: 15 Days
Implied Move Monthly: 34.44%       Expires on: May 17, 2024

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 10
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 9, 2024 AC None $0.00 @$1.00 $0.28
($0.81)
34.44% -None% I -None% I $0.00 $0.00
( N/A )
None%
Nov. 8, 2023 AC 3.2 $1.69 @$2.50 $0.70
($1.69)
28.0% -10.05% I -7.69% I $1.56 $0.90
( $1.56 )
28.57%
May 11, 2023 AC 3.0 $2.61 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 9, 2023 AC 2.7 $2.31 @$2.50
Aug. 4, 2022 AC 2.8 $3.40 @$2.50
May 5, 2022 AC 2.6 $2.58 @$2.50
March 10, 2022 AC 2.7 $4.77 @$5.00
Aug. 5, 2021 BO 2.7 $6.41 @$7.50
May 6, 2021 BO 2.7 $8.50 @$7.50
March 11, 2021 BO 2.7 $14.74 @$15.00

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