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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Loews Corporation (L) - NYSE Next Earnings Date: Estimated on May 5, 2025
OS Projected Window: April 28, 2025 to May 3, 2025
EVR: 1.2
Avg Daily Volume: 868,917    Market Cap: 17.7B
Sector: Financial    Short Interest: 1.06
Live Interactive Chart
Days to Next Earnings: 10 Days
Implied Move Monthly: 6.73%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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 5, 2025 BO None $0.00 @$85.00 $5.80
($86.24)
6.73% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 10, 2025 BO 1.2 $86.77 @$85.00 $3.27
($86.77)
3.85% -1.85% I -0.95% I $85.94 $2.35
( $85.94 )
-28.13%
Nov. 4, 2024 BO 1.1 $79.27 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 6, 2023 BO 1.4 $60.10 @$60.00

 
 
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