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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Aspen Aerogels (ASPN) - NYSE Next Earnings Date: Estimated on Nov. 5, 2026
OS Projected Window: Sept. 14, 2026 to Sept. 19, 2026
EVR: 10.0
Avg Daily Volume: 1,321,037    Market Cap: 407.5M
Sector: Basic Materials    Short Interest: 10.13
Live Interactive Chart
Days to Next Earnings: 51 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 21
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. 6, 2026 BO 10.0 $5.01 @$5.00 $0.93
($5.01)
18.6% 61.67% O 37.52% O $6.89 $1.70
( $6.89 )
82.8%
May 7, 2026 BO 10.0 $4.12 @$5.00 $1.20
($4.12)
24.0% 34.7% O 24.27% O $5.12 $0.60
( $5.12 )
-50.0%
Feb. 25, 2026 BO 9.3 $3.56 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2025 BO 8.2 $7.41 @$7.50
Aug. 7, 2025 BO 8.8 $8.24 @$7.50
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

 
 
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