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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Liberty Energy Inc. (LBRT) - NYSE Next Earnings Date: OS Estimate: Jan. 27, 2027 AC
OS Projected Window: Jan. 25, 2027 to Jan. 30, 2027
EVR: 5.3
Avg Daily Volume: 4,519,146    Market Cap: 2.8B
Sector: Energy    Short Interest: 11.15
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 25
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
Oct. 21, 2026 AC 5.2 $16.69 @$17.00 $2.92
($16.69)
17.18% -9.1% I -7.84% I $15.38 $2.62
( $15.38 )
-10.27%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 28, 2026 AC 4.0 $21.80 @$22.00
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

 
 
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