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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Gibraltar Industries (ROCK) - NASDAQ Next Earnings Date: Estimated on Aug. 5, 2026
OS Projected Window: July 6, 2026 to July 11, 2026
EVR: 3.2
Avg Daily Volume: 354,833    Market Cap: 1.2B
Sector: Basic Materials    Short Interest: 3.43
Live Interactive Chart
Days to Next Earnings: 54 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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
May 7, 2026 BO 3.5 $37.90 @$40.00 $5.88
($37.90)
14.7% -6.99% I -0.81% I $37.59 $2.65
( $37.59 )
-54.93%
Feb. 26, 2026 BO 3.6 $49.21 @$50.00 $5.93
($49.21)
11.86% -3.98% I -0.36% I $49.03 $4.88
( $49.03 )
-17.71%
Oct. 30, 2025 BO 3.9 $67.13 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2025 BO 3.7 $64.42 @$65.00
April 30, 2025 BO 4.0 $52.83 @$55.00
Feb. 19, 2025 BO 3.5 $57.99 @$60.00
May 1, 2024 BO 3.7 $71.46 @$70.00
Feb. 21, 2024 BO 3.3 $85.19 @$85.00
Nov. 2, 2023 BO 3.3 $61.78 @$60.00
Aug. 2, 2023 BO 3.3 $66.28 @$65.00

 
 
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