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Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
Gap, Inc. (The) (GPS) - NYSE Next Earnings Date: OS Estimate: Aug. 16, 2018 AC
OS Projected Window: Aug. 17, 2018 to Aug. 22, 2018
EVR: 2.8
Avg Daily Volume: 5.38M    Market Cap: 12.26B
Sector: Services    Short Interest: 14.27
Live Interactive Chart
Days to Next Earnings: 55 Days
Current 7 Day Implied Movement: 3.51%       Theoretical Expires in 7 days


 
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Sample Chart


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    Most Recent GPS Strategy Testing:
    mrvolatili    Closed a short Straddle position @$23.00 Expires March 17, 2017    PnL: $101.00
       Jan. 30, 2017, 2:54 p.m.
    jgb    Closed a long Straddle position @$25.00 Expires Aug. 19, 2016    PnL: $46.99
       Aug. 19, 2016, 4 p.m.
    LeSolist    Closed a long Straddle position @$35.00 Expires Aug. 21, 2015    PnL: $69.00
       Aug. 21, 2015, 4 p.m.

 
Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 16

 
Earnings Date Pre Earnings Post Earnings Open Post Earnings Mean of Previous 2 Earnings
Close Price 7 Day IM 7 Day HM Open Close 7 Day IM 7 Day HM One Day Max Move Pre Earnings Post Earnings
May 24, 2018 AC $32.95 8.42% 11.62% -8.71% $30.08 $28.15 3.41% 11.62% -14.59% 10.1% 4.02%
March 1, 2018 AC $31.70 9.58% 8.36% 6.94% $33.90 $34.18 6.70% 8.36% 8.42% 9.53% 2.45%
Nov. 16, 2017 AC $27.48 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 17, 2017 AC $22.68
May 18, 2017 AC $23.19
Feb. 23, 2017 AC $23.97
Nov. 17, 2016 AC $30.71
May 19, 2016 AC $17.28
Feb. 25, 2016 AC $27.60
Nov. 19, 2015 AC $25.09

 
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