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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Loews Corporation (L) - NYSE Next Earnings Date: OS Estimate: July 27, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 1.3
Avg Daily Volume: 692,233    Market Cap: 22.8B
Sector: Financial    Short Interest: 1.91
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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 4, 2026 BO 1.1 $111.70 @$110.00 $5.32
($111.70)
4.84% -7.76% O -5.86% O $105.15 $6.02
( $105.15 )
13.16%
Feb. 9, 2026 BO 1.1 $111.27 @$110.00 $4.17
($111.27)
3.79% 3.26% I -0.33% I $110.90 $2.80
( $110.90 )
-32.85%
Nov. 3, 2025 BO 1.1 $99.56 @$100.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 4, 2025 BO 1.2 $90.29 @$90.00
May 5, 2025 BO 1.2 $88.11 @$90.00
Feb. 10, 2025 BO 1.2 $86.77 @$85.00
Nov. 4, 2024 BO 1.1 $79.27 @$80.00
July 29, 2024 BO 1.1 $80.09 @$80.00
May 6, 2024 BO 1.1 $76.40 @$75.00
Feb. 5, 2024 BO 1.1 $73.04 @$75.00

 
 
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