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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Loews Corporation (L) - NYSE Next Earnings Date: Estimated on May 6, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 1.1
Avg Daily Volume: 709,217    Market Cap: 17.02B
Sector: Financial    Short Interest: 1.08
Live Interactive Chart
Days to Next Earnings: 11 Days
Implied Move Monthly: 4.72%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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 6, 2024 BO None $0.00 @$75.00 $3.62
($76.72)
4.72% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 5, 2024 BO 1.1 $73.04 @$75.00 $3.12
($73.04)
4.16% 3.01% I -0.34% I $72.79 $2.88
( $72.79 )
-7.69%
Oct. 30, 2023 BO 1.3 $62.82 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 31, 2022 BO 1.5 $57.99 @$60.00
Aug. 1, 2022 BO 1.4 $58.25 @$60.00
May 2, 2022 BO 1.3 $62.84 @$65.00
Feb. 7, 2022 BO 1.5 $61.27 @$60.00

 
 
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