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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Spero Therapeutics (SPRO) - NASDAQ Next Earnings Date: Estimated on Aug. 4, 2025
OS Projected Window: Aug. 18, 2025 to Aug. 23, 2025
EVR: 2.9
Avg Daily Volume: 8,099,190    Market Cap: 44.6M
Sector: Services    Short Interest: 0.65
Live Interactive Chart
Days to Next Earnings: 52 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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 13, 2025 AC 3.0 $0.69 @$2.50 $0.97
($0.69)
38.8% -5.79% I -5.79% I $0.65 $1.07
( $0.65 )
10.31%
March 27, 2025 AC 3.1 $0.86 @$2.50 $1.00
($0.86)
40.0% -11.62% I -10.46% I $0.77 $0.93
( $0.77 )
-7.0%
March 13, 2025 AC 3.2 $0.78 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 14, 2024 AC 3.3 $1.25 @$2.50
March 13, 2024 AC 3.2 $1.66 @$2.00
Nov. 13, 2023 AC 3.1 $1.11 @$2.50
Aug. 10, 2023 AC 3.1 $1.45 @$1.00
May 11, 2023 AC 3.1 $1.92 @$2.00
March 30, 2023 AC 3.0 $1.44 @$1.00
Nov. 14, 2022 AC 2.9 $2.03 @$2.00

 
 
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