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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Gran Tierra Energy Inc. (GTE) - AMEX Next Earnings Date: OS Estimate: Feb. 23, 2027 AC
OS Projected Window: Feb. 22, 2027 to Feb. 27, 2027
EVR: 8.0
Avg Daily Volume: 549,988    Market Cap: 271.37M
Sector: Energy    Short Interest: 2.13
Live Interactive Chart
Days to Next Earnings: 105 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
Nov. 5, 2026 AC 8.2 $9.39 @$10.00 $1.60
($9.39)
16.0% -6.28% I 0.31% I $9.42 $1.10
( $9.42 )
-31.25%
Aug. 5, 2026 BO 5.8 $6.83 @$7.50 $1.10
($6.83)
14.67% 68.66% O 38.21% O $9.44 $2.25
( $9.44 )
104.55%
Aug. 4, 2026 AC 3.4 $6.83 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 7, 2026 AC 3.6 $8.76 @$10.00
March 3, 2026 AC 3.5 $6.58 @$7.50
Oct. 30, 2025 AC 3.2 $3.69 @$2.50
July 30, 2025 AC 3.4 $4.41 @$5.00
May 1, 2025 AC 3.8 $4.32 @$5.00
Feb. 24, 2025 BO 3.6 $5.67 @$5.00
Feb. 20, 2024 BO 3.9 $5.27 @$5.00

 
 
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