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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Spirit Aerosystems Holdings (SPR) - NYSE Next Earnings Date: OS Estimate: Feb. 11, 2026 AC
OS Projected Window: Feb. 9, 2026 to Feb. 14, 2026
EVR: 1.3
Avg Daily Volume: 1,438,471    Market Cap: 4.2B
Sector: Industrial Goods    Short Interest: 10.85
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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
Oct. 31, 2025 AC 1.5 $36.69 @$37.00 $0.90
($36.69)
2.43% -3.07% O -0.54% I $36.49 $0.50
( $36.49 )
-44.44%
Oct. 24, 2025 AC 1.8 $39.48 @$39.00 $1.23
($39.48)
3.15% 0.91% I 0.5% I $39.68 $2.80
( $39.68 )
127.64%
Oct. 23, 2025 AC 2.2 $38.90 @$39.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 5, 2025 AC 2.5 $39.29 @$39.00
May 1, 2025 AC 2.8 $35.97 @$36.00
Feb. 28, 2025 AC 3.0 $34.90 @$35.00
Oct. 23, 2024 AC 3.6 $32.65 @$32.50
Aug. 5, 2024 AC 3.9 $33.55 @$33.50
May 7, 2024 BO 4.1 $33.02 @$33.00
Feb. 6, 2024 BO 4.1 $26.71 @$26.50

 
 
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