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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Liberty Energy Inc. (LBRT) - NYSE Next Earnings Date: OS Estimate: July 23, 2024 AC
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 2.9
Avg Daily Volume: 2,768,007    Market Cap: 3.77B
Sector: None    Short Interest: 14.48
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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 17, 2024 AC 3.0 $21.52 @$22.00 $2.15
($21.52)
9.77% 8.31% I 2.69% I $22.10 $1.93
( $22.10 )
-10.23%
Jan. 24, 2024 AC 3.1 $18.39 @$18.00 $1.73
($18.39)
9.61% 7.01% I 6.41% I $19.57 $1.93
( $19.57 )
11.56%
Oct. 18, 2023 AC 3.3 $19.58 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 19, 2023 AC 4.0 $15.96 @$16.00
April 19, 2023 AC 4.3 $13.23 @$13.00
Jan. 25, 2023 AC 4.6 $15.15 @$15.00
Oct. 19, 2022 AC 4.9 $16.26 @$16.00
July 25, 2022 AC 5.0 $12.85 @$13.00
April 20, 2022 AC 4.6 $17.45 @$17.00
Feb. 8, 2022 AC 4.5 $11.77 @$12.00

 
 
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