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Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
iRobot Corporation (IRBT) - NASDAQ Next Earnings Date: OS Estimate: Feb. 10, 2021 AC
OS Projected Window: Feb. 5, 2021 to Feb. 10, 2021
EVR: 6.0
Avg Daily Volume: 763,300    Market Cap: 2.08B
Sector: Consumer Goods    Short Interest: 66.46
Live Interactive Chart
Days to Next Earnings: 105 Days
Current 7 Day Implied Movement: 5.72%       Theoretical Expires in 7 days


 
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Sample Chart


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Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 12

 
Earnings Date Pre Earnings Post Earnings Open Post Earnings Mean of Previous 2 Earnings
Close Price 7 Day IM 7 Day HM Open Close 7 Day IM 7 Day HM One Day Max Move Pre Earnings Post Earnings
Oct. 20, 2020 AC $96.00 13.89% N/A -4.04% $92.12 $83.48 N/A N/A -17.18% 14.04% N/A
July 21, 2020 AC $85.77 13.13% N/A -3.62% $82.66 $79.35 N/A N/A -8.28% 16.05% N/A
April 28, 2020 AC $61.13 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 5, 2020 AC $49.11
Oct. 22, 2019 AC $54.03
July 23, 2019 AC $89.63
April 23, 2019 AC $130.57
Feb. 6, 2019 AC $89.42
Oct. 23, 2018 AC $91.82
July 24, 2018 AC $71.19

 
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