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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Spero Therapeutics (SPRO) - NASDAQ Next Earnings Date: Estimated on May 9, 2024
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 3.3
Avg Daily Volume: 222,219    Market Cap: 95.35M
Sector: Services    Short Interest: 1.3
Live Interactive Chart
Days to Next Earnings: 5 Days
Implied Move Monthly: 32.52%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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 9, 2024 AC None $0.00 @$2.50 $0.53
($1.63)
32.52% -None% I -None% I $0.00 $0.00
( N/A )
None%
March 13, 2024 AC 3.2 $1.66 @$2.00 $0.62
($1.66)
31.0% 13.85% I 4.81% I $1.74 $0.60
( $1.74 )
-3.23%
Nov. 13, 2023 AC 3.1 $1.11 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 10, 2022 AC 2.6 $0.85 @$2.50
Aug. 4, 2022 AC 2.6 $0.79 @$2.50
May 16, 2022 AC 2.8 $1.71 @$2.50

 
 
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