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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
iRobot Corporation (IRBT) - NASDAQ Next Earnings Date: May 7, 2024 AC
EVR: 2.7
Avg Daily Volume: 2,147,118    Market Cap: 279.37M
Sector: Consumer Goods    Short Interest: 45.75
Live Interactive Chart
Days to Next Earnings: 2 Days
Implied Move Weekly: 23.33%       Expires on: May 10, 2024
Implied Move Monthly: 36.27%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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
May 7, 2024 AC None $0.00 @$9.50 $3.42
($9.43)
36.27% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 26, 2024 AC 2.3 $12.13 @$12.00 $3.12
($12.13)
26.0% -17.55% I -2.88% I $11.78 $1.75
( $11.78 )
-43.91%
Nov. 7, 2023 AC 2.3 $31.51 @$32.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 28, 2021 AC 4.9 $88.83 @$89.00
April 27, 2021 AC 5.3 $114.89 @$115.00

 
 
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