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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Liberty Energy Inc. (LBRT) - NYSE Next Earnings Date: OS Estimate: July 22, 2026 AC
OS Projected Window: July 20, 2026 to July 25, 2026
EVR: 4.7
Avg Daily Volume: 3,767,625    Market Cap: 5.3B
Sector: None    Short Interest: 8.27
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 23
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
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 $3.00
($21.80)
13.64% 24.81% O 16.23% O $25.34 $4.32
( $25.34 )
44.0%
Oct. 16, 2025 AC 3.0 $11.94 @$12.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Jan. 24, 2024 AC 3.1 $18.39 @$18.00

 
 
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