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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Aspen Aerogels (ASPN) - NYSE Next Earnings Date: Estimated on Oct. 27, 2022
OS Projected Window: Oct. 31, 2022 to Nov. 5, 2022
EVR: 4.3
Avg Daily Volume: 1,312,305    Market Cap: 541.10M
Sector: Industrial Goods    Short Interest: 8.47
Live Interactive Chart
Days to Next Earnings: 33 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 6
Earnings Date 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
July 27, 2022 AC $11.20 @$10.00 $2.35
($11.20)
23.5% 11.42% I 8.3% I $12.13 $2.65
( $12.13 )
12.77%
Feb. 17, 2022 AC $25.92 @$25.00 $4.07
($27.46)
14.82% 16.97% O 9.95% I $28.50 $0.00
( N/A )
None%
Oct. 28, 2021 AC $46.22 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 29, 2021 AC $38.54 @$40.00
April 29, 2021 AC $20.16 @$20.00
Feb. 18, 2021 AC $24.31 @$25.00

 
 
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