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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Embraer S.A. (ERJ) - NYSE Next Earnings Date: OS Estimate: March 11, 2026 BO
OS Projected Window: March 9, 2026 to March 14, 2026
EVR: 2.2
Avg Daily Volume: 1,015,074    Market Cap: 11.7B
Sector: Industrial Goods    Short Interest: 1.82
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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
Nov. 4, 2025 BO 2.4 $64.67 @$65.00 $5.58
($64.48)
8.65% -4.91% I -4.05% I $62.05 $0.00
( N/A )
None%
Aug. 5, 2025 BO 2.4 $57.81 @$60.00 $5.00
($57.81)
8.33% 4.22% I -1.1% I $57.17 $4.22
( $57.17 )
-15.6%
May 6, 2025 BO 2.4 $46.57 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 27, 2025 BO 2.2 $42.89 @$45.00
Nov. 8, 2024 BO 2.0 $35.18 @$35.00
Aug. 8, 2024 BO 1.8 $27.08 @$25.00
May 7, 2024 BO 1.8 $27.08 @$27.50
March 18, 2024 BO 2.0 $23.33 @$22.50
Nov. 6, 2023 BO 2.2 $15.15 @$15.00
Aug. 14, 2023 AC 2.3 $14.68 @$15.00

 
 
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