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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Embraer S.A. (ERJ) - NYSE Next Earnings Date: OS Estimate: March 12, 2025 BO
OS Projected Window: March 10, 2025 to March 15, 2025
EVR: 2.2
Avg Daily Volume: 1,290,006    Market Cap: 4.58B
Sector: Industrial Goods    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 110 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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
Nov. 8, 2024 BO 2.0 $35.18 @$35.00 $2.35
($35.18)
6.71% 9.35% O 6.39% I $37.43 $2.77
( $37.43 )
17.87%
Aug. 8, 2024 BO 1.8 $27.08 @$25.00 $2.75
($27.08)
11.0% 11.85% O 10.48% I $29.92 $5.05
( $29.92 )
83.64%
May 7, 2024 BO 1.8 $27.08 @$27.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 18, 2024 BO 2.0 $23.33 @$22.50
Nov. 6, 2023 BO 2.2 $15.15 @$15.00
Aug. 14, 2023 AC 2.3 $14.68 @$15.00
May 4, 2023 AC 2.5 $13.52 @$12.50
March 10, 2023 AC 2.7 $14.42 @$15.00
Nov. 14, 2022 BO 2.6 $10.38 @$10.00
Aug. 4, 2022 BO 2.5 $9.55 @$10.00

 
 
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