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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Loews Corporation (L) - NYSE Next Earnings Date: OS Estimate: Nov. 2, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 1.2
Avg Daily Volume: 722,247    Market Cap: 22.2B
Sector: Financial Services    Short Interest: 2.48
Live Interactive Chart
Days to Next Earnings: 47 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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
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 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 6, 2024 BO 1.1 $76.40 @$75.00

 
 
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