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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
iRobot Corporation (IRBT) - NASDAQ Next Earnings Date: Estimated on May 6, 2025
OS Projected Window: May 12, 2025 to May 17, 2025
EVR: 6.1
Avg Daily Volume: 2,635,970    Market Cap: 216.4M
Sector: Consumer Goods    Short Interest: 12.86
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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
March 11, 2025 AC 4.8 $6.31 @$6.50 $1.38
($6.31)
21.23% -42.47% O -35.65% O $4.06 $3.17
( $4.06 )
129.71%
Nov. 5, 2024 AC 3.5 $10.41 @$10.50 $2.23
($10.41)
21.24% -37.07% O -35.15% O $6.75 $4.60
( $6.75 )
106.28%
Aug. 6, 2024 AC 3.4 $9.43 @$9.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 7, 2024 AC 2.7 $9.02 @$9.00
Feb. 26, 2024 AC 2.3 $12.13 @$12.00
Nov. 7, 2023 AC 2.3 $31.51 @$32.00
Aug. 8, 2023 AC 2.5 $38.67 @$40.00
May 9, 2023 AC 2.7 $38.28 @$40.00
Feb. 13, 2023 AC 3.2 $41.47 @$40.00
Nov. 8, 2022 BO 3.5 $55.65 @$56.00

 
 
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