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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Spirit Aerosystems Holdings (SPR) - NYSE Next Earnings Date: OS Estimate: May 1, 2024 BO
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 4.1
Avg Daily Volume: 3,877,854    Market Cap: 3.75B
Sector: Industrial Goods    Short Interest: 10.25
Live Interactive Chart
Days to Next Earnings: 34 Days

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Sample Chart


 
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
Feb. 6, 2024 BO 4.1 $26.71 @$26.50 $3.15
($26.71)
11.89% 6.77% I 4.97% I $28.04 $2.48
( $28.04 )
-21.27%
Nov. 1, 2023 BO 4.1 $22.60 @$23.00 $2.80
($22.60)
12.17% 8.36% I 7.87% I $24.38 $2.52
( $24.38 )
-10.0%
Aug. 2, 2023 BO 3.2 $31.44 @$31.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 3, 2023 BO 2.9 $29.96 @$30.00
Feb. 7, 2023 BO 2.7 $34.31 @$34.00
Nov. 3, 2022 BO 2.6 $23.62 @$24.00
Aug. 3, 2022 BO 2.4 $34.03 @$34.00
May 4, 2022 BO 2.1 $42.37 @$42.00
Feb. 2, 2022 BO 2.2 $45.33 @$45.00
Nov. 3, 2021 BO 2.1 $42.46 @$42.00

 
 
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