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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
iRobot Corporation (IRBT) - NASDAQ Next Earnings Date: Estimate: Feb. 13, 2024 AC
EVR: 3.0
Avg Daily Volume: 553,230    Market Cap: 1.01B
Sector: Consumer Goods    Short Interest: 13.26
Live Interactive Chart
Days to Next Earnings: 72 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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. 8, 2023 AC 3.4 $38.67 @$40.00 $3.23
($38.67)
8.07% 3.87% I 0.54% I $38.88 $2.60
( $38.88 )
-19.5%
Nov. 2, 2022 AC 3.9 $55.45 @$55.00 $3.05
($55.45)
5.55% -0.9% I -0.79% I $55.01 $1.90
( $55.01 )
-37.7%
April 27, 2022 AC 4.4 $48.90 @$49.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 9, 2022 AC 4.3 $72.91 @$73.00
Oct. 27, 2021 AC 4.5 $77.34 @$77.00
July 28, 2021 AC 4.9 $88.83 @$89.00
April 27, 2021 AC 5.3 $114.89 @$115.00
Feb. 10, 2021 AC 6.0 $127.24 @$127.00
Oct. 20, 2020 AC 6.1 $96.00 @$96.00
July 21, 2020 AC 6.5 $85.77 @$86.00

 
 
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