Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Liberty Energy Inc. (LBRT) - NYSE Next Earnings Date: OS Estimate: Oct. 21, 2026 AC
OS Projected Window: Oct. 19, 2026 to Oct. 24, 2026
EVR: 5.2
Avg Daily Volume: 5,248,987    Market Cap: 3.1B
Sector: Energy    Short Interest: 9.17
Live Interactive Chart
Days to Next Earnings: 75 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
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
July 22, 2026 AC 4.7 $25.14 @$25.00 $4.10
($25.14)
16.4% -21.99% O -21.95% O $19.62 $5.20
( $19.62 )
26.83%
April 22, 2026 AC 4.6 $29.42 @$29.00 $4.10
($29.42)
14.14% 9.92% I 9.85% I $32.32 $4.17
( $32.32 )
1.71%
Jan. 28, 2026 AC 4.0 $21.80 @$22.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 16, 2025 AC 3.0 $11.94 @$12.00
July 24, 2025 AC 3.0 $12.96 @$13.00
April 16, 2025 AC 2.9 $11.43 @$11.00
Jan. 29, 2025 AC 2.8 $20.66 @$21.00
Oct. 16, 2024 AC 2.8 $20.09 @$20.00
July 17, 2024 AC 2.9 $22.14 @$22.00
April 17, 2024 AC 3.0 $21.52 @$22.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US