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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Limoneira Co (LMNR) - NASDAQ Next Earnings Date: Estimated on June 6, 2024
OS Projected Window: June 3, 2024 to June 8, 2024
EVR: 3.0
Avg Daily Volume: 42,952    Market Cap: 357.40M
Sector: Consumer Goods    Short Interest: 2.8
Live Interactive Chart
Days to Next Earnings: 3 Days
Implied Move Monthly: 10.39%       Expires on: June 21, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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
June 6, 2024 AC None $0.00 @$20.00 $2.08
($20.02)
10.39% -None% I -None% I $0.00 $0.00
( N/A )
None%
March 7, 2024 AC 3.0 $18.18 @$17.50 $2.05
($18.18)
11.71% 6.76% I 2.25% I $18.59 $1.80
( $18.59 )
-12.2%
Dec. 21, 2023 AC 3.2 $19.19 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Sept. 7, 2023 AC 3.2 $15.12 @$15.00
June 6, 2023 AC 3.5 $16.47 @$17.50
March 9, 2023 AC 3.6 $15.88 @$15.00
Dec. 22, 2022 AC 3.5 $13.33 @$12.50
June 7, 2022 AC 3.1 $11.37 @$12.50
March 10, 2022 AC 3.1 $14.46 @$15.00
Jan. 10, 2022 AC 3.1 $15.98 @$15.00

 
 
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