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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
iRobot Corporation (IRBT) - NASDAQ Next Earnings Date: OS Estimate: Feb. 11, 2025 AC
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 4.8
Avg Daily Volume: 1,265,044    Market Cap: 279.37M
Sector: Consumer Goods    Short Interest: 45.75
Live Interactive Chart
Days to Next Earnings: 81 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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. 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 $2.90
($9.43)
30.53% 13.46% I 3.39% I $9.75 $1.23
( $9.75 )
-57.59%
May 7, 2024 AC 2.7 $9.02 @$9.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 9, 2022 AC 4.3 $72.91 @$73.00
Oct. 27, 2021 AC 4.5 $77.34 @$77.00

 
 
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