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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Gray Media (GTN) - NYSE Next Earnings Date: OS Estimate: Aug. 6, 2026 BO
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 6.5
Avg Daily Volume: 1,251,713    Market Cap: 585.3M
Sector: Services    Short Interest: 4.53
Live Interactive Chart
Days to Next Earnings: 86 Days

DMH Warning: This company sometimes reports During Market Hours
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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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
May 7, 2026 BO 6.2 $5.53 @$5.00 $0.75
($5.53)
15.0% -20.25% O -20.07% O $4.42 $0.62
( $4.42 )
-17.33%
Feb. 26, 2026 BO 5.9 $4.75 @$5.00 $0.88
($4.75)
17.6% 25.68% O 23.78% O $5.88 $1.15
( $5.88 )
30.68%
Nov. 7, 2025 BO 6.6 $4.60 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 8, 2025 BO 6.3 $4.14 @$5.00
May 8, 2025 BO 5.9 $3.72 @$2.50
Feb. 27, 2025 BO 6.1 $3.87 @$5.00
Nov. 8, 2024 BO 5.4 $5.79 @$5.00
Aug. 8, 2024 BO 4.7 $5.26 @$5.00
May 7, 2024 BO 4.5 $6.66 @$7.50
Feb. 23, 2024 BO 4.3 $7.95 @$7.50

 
 
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