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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Guidewire Software (GWRE) - NYSE Next Earnings Date: Estimated on May 30, 2024
OS Projected Window: June 3, 2024 to June 8, 2024
EVR: 2.8
Avg Daily Volume: 532,468    Market Cap: 8.97B
Sector: Technology    Short Interest: 2.95
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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
March 7, 2024 AC 2.9 $116.93 @$115.00 $11.15
($116.93)
9.7% 4.63% I 0.61% I $117.65 $4.00
( $117.65 )
-64.13%
Dec. 7, 2023 AC 2.9 $98.85 @$100.00 $10.15
($98.85)
10.15% 2.92% I -0.97% I $97.89 $3.80
( $97.89 )
-62.56%
Sept. 7, 2023 AC 2.7 $84.84 @$85.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 1, 2023 AC 2.5 $82.84 @$85.00
March 6, 2023 AC 2.6 $71.52 @$70.00
Dec. 6, 2022 AC 2.7 $56.52 @$55.00
June 7, 2022 AC 2.9 $80.43 @$80.00
March 8, 2022 AC 3.1 $86.74 @$85.00
Dec. 2, 2021 AC 3.2 $117.18 @$115.00
Sept. 2, 2021 AC 3.0 $118.44 @$120.00

 
 
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