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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Kratos Defense & Security Solutions (KTOS) - NASDAQ Next Earnings Date: OS Estimate: Aug. 6, 2025 AC
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 3.5
Avg Daily Volume: 2,766,535    Market Cap: 5.2B
Sector: Services    Short Interest: 6.8
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Days to Next Earnings: 60 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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 7, 2025 AC 3.9 $36.06 @$35.00 $4.00
($36.06)
11.43% -7.21% I -5.1% I $34.22 $2.25
( $34.22 )
-43.75%
Feb. 26, 2025 AC 4.0 $24.96 @$25.00 $3.73
($24.96)
14.92% 6.24% I 5.24% I $26.27 $2.40
( $26.27 )
-35.66%
Nov. 7, 2024 AC 4.1 $23.82 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2024 AC 4.1 $20.07 @$20.00
May 7, 2024 AC 4.3 $18.76 @$20.00
Feb. 13, 2024 AC 3.8 $17.80 @$17.50
Nov. 2, 2023 AC 3.7 $17.95 @$17.50
Aug. 3, 2023 AC 3.4 $14.43 @$15.00
May 3, 2023 AC 3.5 $13.00 @$12.50
Feb. 23, 2023 AC 3.2 $11.47 @$12.50

 
 
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