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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Spirit Aerosystems Holdings (SPR) - NYSE Next Earnings Date: Estimated on Feb. 4, 2025
EVR: 3.6
Avg Daily Volume: 1,318,607    Market Cap: 3.75B
Sector: Industrial Goods    Short Interest: 10.25
Live Interactive Chart
Days to Next Earnings: 21 Days
Implied Move Weekly: 7.09%       Expires on: Feb. 7, 2025
Implied Move Monthly: 7.09%       Expires on: Feb. 21, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 57
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
Feb. 4, 2025 AC None $0.00 @$34.00 $2.40
($33.85)
7.09% -None% I -None% I $0.00 $0.00
( N/A )
None%
Aug. 5, 2024 AC 3.9 $33.55 @$33.50 $2.20
($33.55)
6.57% -2.11% I -0.29% I $33.45 $0.97
( $33.45 )
-55.91%
May 7, 2024 BO 4.1 $33.02 @$33.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 6, 2024 BO 4.1 $26.71 @$26.50
Nov. 1, 2023 BO 4.1 $22.60 @$23.00
Aug. 2, 2023 BO 3.2 $31.44 @$31.00
May 3, 2023 BO 2.9 $29.96 @$30.00
Feb. 7, 2023 BO 2.7 $34.31 @$34.00
Nov. 3, 2022 BO 2.6 $23.62 @$24.00
Aug. 3, 2022 BO 2.4 $34.03 @$34.00

 
 
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