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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Spirit Aerosystems Holdings (SPR) - NYSE Next Earnings Date: Estimated on July 31, 2025
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 2.5
Avg Daily Volume: 1,245,927    Market Cap: 4.5B
Sector: Industrial Goods    Short Interest: 8.67
Live Interactive Chart
Days to Next Earnings: 30 Days
Implied Move Monthly: 2.14%       Expires on: Aug. 15, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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
July 31, 2025 AC None $0.00 @$38.00 $0.82
($38.35)
2.14% -None% I -None% I $0.00 $0.00
( N/A )
None%
May 1, 2025 AC 2.8 $35.97 @$36.00 $0.80
($35.97)
2.22% -1.52% I -0.05% I $35.95 $1.30
( $35.95 )
62.5%
Feb. 28, 2025 AC 3.0 $34.90 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 1, 2023 BO 4.1 $22.60 @$23.00
Aug. 2, 2023 BO 3.2 $31.44 @$31.00
May 3, 2023 BO 2.9 $29.96 @$30.00

 
 
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