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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Embraer S.A. (ERJ) - NYSE Next Earnings Date: OS Estimate: Aug. 6, 2025 BO
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 2.4
Avg Daily Volume: 1,089,462    Market Cap: 8.9B
Sector: Industrial Goods    Short Interest: 3.62
Live Interactive Chart
Days to Next Earnings: 56 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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 6, 2025 BO 2.4 $46.57 @$45.00 $4.00
($46.57)
8.89% -5.94% I -0.23% I $46.46 $2.90
( $46.46 )
-27.5%
Feb. 27, 2025 BO 2.2 $42.89 @$45.00 $3.08
($42.89)
6.84% 12.84% O 10.74% O $47.50 $4.47
( $47.50 )
45.13%
Nov. 8, 2024 BO 2.0 $35.18 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 4, 2023 AC 2.5 $13.52 @$12.50
March 10, 2023 AC 2.7 $14.42 @$15.00

 
 
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