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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Luminar Technologies (LAZR) - NASDAQ Next Earnings Date: Estimated on May 7, 2024
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 4.1
Avg Daily Volume: 8,764,764    Market Cap: 956.65M
Sector: None    Short Interest: 30.62
Live Interactive Chart
Days to Next Earnings: 20 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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
Feb. 27, 2024 AC 3.9 $2.50 @$2.50 $0.77
($2.50)
30.8% -15.6% I -4.8% I $2.38 $0.47
( $2.38 )
-38.96%
Nov. 8, 2023 AC 3.6 $3.68 @$3.50 $0.63
($3.68)
18.0% -18.2% O -14.94% I $3.13 $0.50
( $3.13 )
-20.63%
Aug. 8, 2023 AC 3.8 $6.71 @$6.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2023 AC 3.7 $6.33 @$6.50
Nov. 2, 2022 AC 3.5 $7.88 @$8.00
Aug. 8, 2022 AC 3.5 $7.91 @$8.00
May 5, 2022 AC 3.7 $11.17 @$11.00
Feb. 28, 2022 AC 3.7 $14.03 @$14.00
Nov. 11, 2021 AC 4.2 $20.01 @$20.00
Aug. 12, 2021 AC 5.5 $17.40 @$17.50

 
 
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