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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Goldman Sachs Group (GS) - NYSE Next Earnings Date: OS Estimate: Jan. 13, 2026 BO
OS Projected Window: Jan. 12, 2026 to Jan. 17, 2026
EVR: 1.4
Avg Daily Volume: 1,842,696    Market Cap: 237.3B
Sector: Financial    Short Interest: 1.96
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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
Oct. 14, 2025 BO 1.3 $786.78 @$785.00 $67.50
($786.78)
8.6% -5.63% I -2.03% I $770.76 $60.65
( $770.76 )
-10.15%
July 16, 2025 BO 1.5 $702.51 @$705.00 $44.50
($702.51)
6.31% -1.59% I 0.89% I $708.82 $40.48
( $708.82 )
-9.03%
April 14, 2025 BO 1.5 $494.44 @$495.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 15, 2025 BO 1.5 $571.53 @$570.00
Oct. 15, 2024 BO 1.5 $522.75 @$525.00
July 15, 2024 BO 1.5 $479.88 @$480.00
April 15, 2024 BO 1.5 $389.49 @$390.00
Jan. 16, 2024 BO 1.6 $377.75 @$380.00
Oct. 17, 2023 BO 1.7 $314.39 @$315.00
July 19, 2023 BO 1.7 $337.27 @$335.00

 
 
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