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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
GSK plc (GSK) - NYSE Next Earnings Date: OS Estimate: July 29, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 1.6
Avg Daily Volume: 4,118,709    Market Cap: 110.5B
Sector: Healthcare    Short Interest: 0.76
Live Interactive Chart
Days to Next Earnings: 78 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
April 29, 2026 BO 1.4 $54.47 @$54.00 $3.68
($54.47)
6.81% -8.22% O -5.63% I $51.40 $3.25
( $51.40 )
-11.68%
Feb. 4, 2026 BO 1.2 $53.34 @$53.00 $4.75
($53.34)
8.96% 8.02% I 7.29% I $57.23 $4.80
( $57.23 )
1.05%
Oct. 29, 2025 BO 1.0 $43.70 @$43.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 1, 2024 BO 0.7 $41.44 @$41.00
Jan. 31, 2024 AC 0.7 $39.44 @$39.50

 
 
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