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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Loews Corporation (L) - NYSE Next Earnings Date: OS Estimate: Feb. 8, 2027 BO
OS Projected Window: Feb. 8, 2027 to Feb. 13, 2027
EVR: 1.2
Avg Daily Volume: 776,943    Market Cap: 22.8B
Sector: Financial Services    Short Interest: 1.93
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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
Nov. 2, 2026 BO None $111.32 @$110.00 $5.60
($111.32)
5.09% 1.52% I 0.01% I $111.34 $4.57
( $111.34 )
-18.39%
Aug. 3, 2026 BO 1.3 $116.01 @$115.00 $5.80
($116.01)
5.04% 1.42% I 0.2% I $116.25 $5.22
( $116.25 )
-10.0%
May 4, 2026 BO 1.1 $111.70 @$110.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 9, 2026 BO 1.1 $111.27 @$110.00
Nov. 3, 2025 BO 1.1 $99.56 @$100.00
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

 
 
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