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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
W.W. Grainger (GWW) - NYSE Next Earnings Date: Estimated on April 25, 2024
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 2.1
Avg Daily Volume: 212,195    Market Cap: 48.86B
Sector: Services    Short Interest: 3.27
Live Interactive Chart
Implied Move Monthly: 5.80%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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
April 25, 2024 BO None $0.00 @$960.00 $55.60
($958.32)
5.8% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 2, 2024 BO 2.1 $922.64 @$920.00 $57.30
($922.64)
6.23% 6.1% I 5.4% I $972.54 $59.68
( $972.54 )
4.15%
July 27, 2023 BO 2.1 $762.12 @$760.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 28, 2022 BO 2.1 $537.67 @$540.00
July 29, 2022 BO 2.0 $501.88 @$500.00
April 28, 2022 BO 2.1 $495.71 @$500.00
Feb. 3, 2022 BO 2.1 $501.14 @$500.00
Oct. 29, 2021 BO 2.2 $430.76 @$430.00
July 30, 2021 BO 2.3 $461.23 @$460.00
April 30, 2021 BO 2.3 $429.90 @$430.00

 
 
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