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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
GSK plc (GSK) - NYSE Next Earnings Date: OS Estimate: Feb. 3, 2027 BO
OS Projected Window: Feb. 1, 2027 to Feb. 6, 2027
EVR: 2.0
Avg Daily Volume: 5,348,288    Market Cap: 100.1B
Sector: Healthcare    Short Interest: 0.72
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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. 28, 2026 BO 1.8 $50.94 @$51.00 $3.35
($50.94)
6.57% -7.02% O -4.31% I $48.74 $3.38
( $48.74 )
0.9%
July 28, 2026 BO 1.6 $51.98 @$52.00 $4.03
($51.98)
7.75% 7.32% I 3.32% I $53.71 $3.80
( $53.71 )
-5.71%
April 29, 2026 BO 1.4 $54.47 @$54.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 4, 2026 BO 1.2 $53.34 @$53.00
Oct. 29, 2025 BO 1.0 $43.70 @$43.50
July 30, 2025 BO 0.9 $37.67 @$37.50
April 30, 2025 BO 0.9 $38.97 @$39.00
Feb. 5, 2025 AC 0.8 $37.70 @$38.00
Oct. 30, 2024 AC 0.8 $37.01 @$37.00
July 31, 2024 AC 0.8 $38.77 @$39.00

 
 
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