Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Aspen Aerogels (ASPN) - NYSE Next Earnings Date: Estimated on May 7, 2026
OS Projected Window: May 11, 2026 to May 16, 2026
EVR: 10.0
Avg Daily Volume: 1,675,136    Market Cap: 254.6M
Sector: Industrial Goods    Short Interest: 10.34
Live Interactive Chart
Days to Next Earnings: 49 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 19
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. 25, 2026 BO 9.3 $3.56 @$2.50 $1.18
($3.56)
47.2% -35.39% I -27.8% I $2.57 $0.47
( $2.57 )
-60.17%
Nov. 6, 2025 BO 8.2 $7.41 @$7.50 $1.47
($7.41)
19.6% -44.93% O -44.53% O $4.11 $3.30
( $4.11 )
124.49%
Aug. 7, 2025 BO 8.8 $8.24 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2025 BO 8.6 $5.69 @$5.50
Feb. 12, 2025 AC 7.9 $11.75 @$11.50
Nov. 6, 2024 AC 7.9 $16.86 @$17.00
Aug. 7, 2024 AC 7.3 $18.50 @$17.50
May 1, 2024 AC 5.5 $15.22 @$15.00
Feb. 12, 2024 AC 5.0 $12.40 @$12.50
Nov. 1, 2023 AC 4.8 $7.71 @$7.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US