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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Aspen Aerogels (ASPN) - NYSE Next Earnings Date: Estimated on Aug. 6, 2025
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 8.8
Avg Daily Volume: 1,738,955    Market Cap: 482.8M
Sector: Industrial Goods    Short Interest: 10.97
Live Interactive Chart
Days to Next Earnings: 37 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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 8, 2025 BO 8.6 $5.69 @$5.50 $1.10
($5.69)
20.0% -26.88% O -24.25% O $4.31 $1.22
( $4.31 )
10.91%
Feb. 12, 2025 AC 7.9 $11.75 @$11.50 $2.02
($11.75)
17.57% -28.25% O -23.4% O $9.00 $2.55
( $9.00 )
26.24%
Nov. 6, 2024 AC 7.9 $16.86 @$17.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 2, 2023 AC 5.1 $7.43 @$7.50
May 3, 2023 AC 4.5 $6.25 @$5.00
Feb. 15, 2023 AC 4.3 $11.50 @$12.50

 
 
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