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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Spero Therapeutics (SPRO) - NASDAQ Next Earnings Date: OS Estimate: Aug. 5, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 3.2
Avg Daily Volume: 656,417    Market Cap: 158.6M
Sector: Services    Short Interest: 1.27
Live Interactive Chart
Days to Next Earnings: 68 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
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, 2026 AC 3.1 $2.44 @$2.50 $0.70
($2.44)
28.0% 13.11% I 13.11% I $2.76 $0.57
( $2.76 )
-18.57%
March 26, 2026 AC 3.2 $2.37 @$2.50 $0.50
($2.37)
20.0% -3.79% I -1.68% I $2.33 $0.38
( $2.33 )
-24.0%
Nov. 13, 2025 AC 3.3 $2.44 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 12, 2025 AC 3.0 $2.36 @$2.50
March 27, 2025 AC 2.8 $0.86 @$2.50
Nov. 14, 2024 AC 3.2 $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

 
 
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