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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Gritstone bio (GRTS) - NASDAQ Next Earnings Date: Estimate: Aug. 4, 2022 AC
EVR: 2.8
Avg Daily Volume: 1,299,959    Market Cap: 144.17M
Sector: Health Care    Short Interest: 4.46
Live Interactive Chart
Days to Next Earnings: 70 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 5
Earnings Date 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 5, 2022 AC $2.58 @$2.50 $0.47
($2.58)
18.8% -9.68% I -7.36% I $2.39 $0.47
( $2.39 )
0.0%
March 10, 2022 AC $4.77 @$5.00 $0.77
($4.77)
15.4% 4.61% I -1.46% I $4.70 $0.72
( $4.70 )
-6.49%
Aug. 5, 2021 BO $6.41 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 6, 2021 BO $8.50 @$7.50
March 11, 2021 BO $14.74 @$15.00

 
 
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