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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Guidewire Software (GWRE) - NYSE Next Earnings Date: OS Estimate: Sept. 16, 2026 AC
OS Projected Window: Sept. 14, 2026 to Sept. 19, 2026
EVR: 4.8
Avg Daily Volume: 1,662,576    Market Cap: 11.5B
Sector: Technology    Short Interest: 6.13
Live Interactive Chart
Days to Next Earnings: 51 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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
June 4, 2026 AC 4.7 $151.17 @$150.00 $24.90
($151.17)
16.6% -13.25% I -9.99% I $136.06 $19.50
( $136.06 )
-21.69%
March 5, 2026 AC 4.8 $160.84 @$160.00 $25.70
($160.84)
16.06% 7.23% I 4.99% I $168.87 $18.80
( $168.87 )
-26.85%
Dec. 3, 2025 AC 5.1 $215.76 @$220.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Sept. 4, 2025 AC 4.6 $216.99 @$220.00
June 3, 2025 AC 4.0 $218.18 @$220.00
March 6, 2025 AC 3.9 $186.98 @$185.00
Dec. 5, 2024 AC 3.6 $206.57 @$210.00
Sept. 5, 2024 AC 3.2 $143.93 @$145.00
June 4, 2024 AC 2.8 $108.05 @$110.00
March 7, 2024 AC 2.9 $116.93 @$115.00

 
 
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