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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lazard (LAZ) - NYSE Next Earnings Date: OS Estimate: July 30, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 2.3
Avg Daily Volume: 1,434,321    Market Cap: 5.3B
Sector: Financial    Short Interest: 3.77
Live Interactive Chart
Days to Next Earnings: 71 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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 1, 2026 BO 2.2 $48.50 @$48.00 $4.97
($48.50)
10.35% -9.21% I -6.94% I $45.13 $4.65
( $45.13 )
-6.44%
Jan. 29, 2026 BO 2.2 $52.61 @$55.00 $4.75
($52.61)
8.64% 6.04% I 2.24% I $53.79 $4.05
( $53.79 )
-14.74%
Oct. 23, 2025 BO 2.4 $49.79 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 24, 2025 BO 2.4 $54.97 @$55.00
April 25, 2025 BO 2.5 $39.87 @$40.00
Jan. 30, 2025 BO 2.3 $52.72 @$55.00
Oct. 31, 2024 BO 2.3 $50.69 @$50.00
July 25, 2024 BO 2.1 $43.31 @$43.00
April 25, 2024 BO 2.1 $39.30 @$39.00
Feb. 1, 2024 BO 2.0 $38.98 @$39.00

 
 
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