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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Spyre Therapeutics (SYRE) - NASDAQ Next Earnings Date: Estimated on May 5, 2026
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 3.6
Avg Daily Volume: 1,230,187    Market Cap: 5.5B
Sector: None    Short Interest: 14.82
Live Interactive Chart
Days to Next Earnings: 7 Days
Implied Move Monthly: 14.88%       Expires on: May 15, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 8
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 5, 2026 BO None $0.00 @$70.00 $10.70
($71.90)
14.88% -None% -None% $0.00 $0.00
( N/A )
None%
Feb. 19, 2026 AC 3.3 $37.81 @$40.00 $7.40
($37.81)
18.5% 15.2% I 14.28% I $43.21 $8.00
( $43.21 )
8.11%
Nov. 4, 2025 AC 3.7 $22.98 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 5, 2025 AC 4.0 $16.87 @$17.50
May 8, 2025 AC 3.6 $12.86 @$12.50
Feb. 27, 2025 AC 3.8 $18.37 @$17.50
Nov. 7, 2024 AC 0.4 $37.69 @$40.00
May 9, 2024 AC 0.0 $35.19 @$35.00

 
 
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