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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
iRobot Corporation (IRBT) - NASDAQ Next Earnings Date: OS Estimate: July 29, 2025 AC
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 6.0
Avg Daily Volume: 2,682,753    Market Cap: 79.1M
Sector: Consumer Goods    Short Interest: 20.41
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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 AC 6.1 $2.36 @$2.50 $0.35
($2.36)
14.0% -9.32% I -2.11% I $2.31 $0.43
( $2.31 )
22.86%
March 11, 2025 AC 4.8 $6.31 @$6.50 $1.38
($6.31)
21.23% -42.47% O -35.65% O $4.06 $3.17
( $4.06 )
129.71%
Nov. 5, 2024 AC 3.5 $10.41 @$10.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2024 AC 3.4 $9.43 @$9.50
May 7, 2024 AC 2.7 $9.02 @$9.00
Feb. 26, 2024 AC 2.3 $12.13 @$12.00
Nov. 7, 2023 AC 2.3 $31.51 @$32.00
Aug. 8, 2023 AC 2.5 $38.67 @$40.00
May 9, 2023 AC 2.7 $38.28 @$40.00
Feb. 13, 2023 AC 3.2 $41.47 @$40.00

 
 
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