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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Loews Corporation (L) - NYSE Next Earnings Date: OS Estimate: Oct. 27, 2025 BO
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 1.1
Avg Daily Volume: 759,831    Market Cap: 20.1B
Sector: Financial    Short Interest: 1.09
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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. 4, 2025 BO 1.2 $90.29 @$90.00 $3.52
($90.29)
3.91% 3.12% I 2.8% I $92.82 $3.70
( $92.82 )
5.11%
May 5, 2025 BO 1.2 $88.11 @$90.00 $3.62
($88.11)
4.02% -3.41% I -1.75% I $86.56 $4.45
( $86.56 )
22.93%
Feb. 10, 2025 BO 1.2 $86.77 @$85.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 30, 2023 BO 1.3 $62.82 @$65.00
July 31, 2023 BO 1.3 $62.19 @$60.00
May 1, 2023 BO 1.3 $57.57 @$60.00

 
 
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