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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Gray Media (GTN) - NYSE Next Earnings Date: OS Estimate: Feb. 26, 2026 BO
OS Projected Window: Feb. 23, 2026 to Feb. 28, 2026
EVR: 5.9
Avg Daily Volume: 1,193,740    Market Cap: 492.1M
Sector: Services    Short Interest: 4.95
Live Interactive Chart
Days to Next Earnings: 20 Days
Implied Move Monthly: 25.75%       Expires on: March 20, 2026

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
Feb. 26, 2026 BO None $0.00 @$5.00 $1.12
($4.35)
25.75% -None% -None% $0.00 $0.00
( N/A )
None%
Nov. 7, 2025 BO 6.6 $4.60 @$5.00 $0.85
($4.60)
17.0% 8.26% I 4.78% I $4.82 $0.75
( $4.82 )
-11.76%
Aug. 8, 2025 BO 6.3 $4.14 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 8, 2023 BO 4.0 $7.44 @$7.50

 
 
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