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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
W.W. Grainger (GWW) - NYSE Next Earnings Date: Estimated on May 7, 2026
OS Projected Window: April 27, 2026 to May 2, 2026
EVR: 2.4
Avg Daily Volume: 317,645    Market Cap: 53.8B
Sector: Services    Short Interest: 2.89
Live Interactive Chart
Days to Next Earnings: 55 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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. 3, 2026 BO 2.3 $1,096.18 @$1,100.00 $57.15
($1,096.18)
5.2% 6.69% O 5.36% O $1,155.00 $65.20
( $1,155.00 )
14.09%
Oct. 31, 2025 BO 2.5 $956.24 @$960.00 $55.90
($956.24)
5.82% 3.85% I 2.38% I $979.00 $45.15
( $979.00 )
-19.23%
Aug. 1, 2025 BO 2.2 $1,039.54 @$1,040.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 1, 2025 BO 2.3 $1,024.31 @$1,020.00
Jan. 31, 2025 BO 2.2 $1,126.07 @$1,130.00
April 25, 2024 BO 2.3 $958.32 @$960.00
Feb. 2, 2024 BO 2.4 $922.64 @$920.00
Oct. 26, 2023 BO 2.4 $677.41 @$680.00
July 27, 2023 BO 2.4 $762.12 @$760.00
April 27, 2023 BO 2.4 $659.82 @$660.00

 
 
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