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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Aspen Aerogels (ASPN) - NYSE Next Earnings Date: Estimated on Nov. 5, 2025
OS Projected Window: Sept. 15, 2025 to Sept. 20, 2025
EVR: 8.2
Avg Daily Volume: 2,160,769    Market Cap: 544.4M
Sector: Industrial Goods    Short Interest: 11.17
Live Interactive Chart
Days to Next Earnings: 50 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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
Aug. 7, 2025 BO 8.8 $8.24 @$7.50 $1.62
($8.24)
21.6% 18.68% I -8.13% I $7.57 $0.82
( $7.57 )
-49.38%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 2, 2023 AC 5.1 $7.43 @$7.50
May 3, 2023 AC 4.5 $6.25 @$5.00

 
 
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