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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Aspen Aerogels (ASPN) - NYSE Next Earnings Date: Estimated on Oct. 30, 2024
OS Projected Window: Sept. 16, 2024 to Sept. 21, 2024
EVR: 7.9
Avg Daily Volume: 1,935,237    Market Cap: 1.17B
Sector: Industrial Goods    Short Interest: 8.61
Live Interactive Chart
Days to Next Earnings: 53 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 13
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
Aug. 7, 2024 AC 7.3 $18.50 @$17.50 $3.83
($18.50)
21.89% 31.94% O 16.0% I $21.46 $4.57
( $21.46 )
19.32%
May 1, 2024 AC 5.5 $15.22 @$15.00 $2.50
($15.22)
16.67% 60.38% O 56.7% O $23.85 $8.90
( $23.85 )
256.0%
Feb. 12, 2024 AC 5.0 $12.40 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 1, 2023 AC 4.8 $7.71 @$7.50
Aug. 2, 2023 AC 5.1 $7.43 @$7.50
May 3, 2023 AC 4.5 $6.25 @$5.00
Feb. 15, 2023 AC 4.3 $11.50 @$12.50
July 27, 2022 AC 4.2 $11.20 @$10.00
Feb. 17, 2022 AC 3.9 $25.92 @$25.00
Oct. 28, 2021 AC 3.5 $46.22 @$45.00

 
 
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