Optionslam.com

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

 
loanDepot (LDI) - NYSE Next Earnings Date: OS Estimate: Aug. 5, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 5.3
Avg Daily Volume: 1,842,737    Market Cap: 532.7M
Sector: None    Short Interest: 5.19
Live Interactive Chart
Days to Next Earnings: 84 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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
May 5, 2026 AC 5.2 $1.49 @$1.50 $0.50
($1.49)
33.33% -16.77% I -6.04% I $1.40 $0.15
( $1.40 )
-70.0%
March 10, 2026 AC 5.1 $1.88 @$2.00 $0.35
($1.88)
17.5% -13.29% I -6.91% I $1.75 $0.28
( $1.75 )
-20.0%
Nov. 6, 2025 AC 5.4 $2.65 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2025 AC 5.6 $1.74 @$1.50
May 6, 2025 AC 5.3 $1.02 @$2.50
March 11, 2025 AC 4.8 $1.61 @$2.50
Nov. 5, 2024 AC 4.6 $2.15 @$2.50
Aug. 6, 2024 AC 4.3 $2.07 @$2.50
May 7, 2024 AC None $0.00 @$2.50
March 12, 2024 AC 3.6 $2.54 @$2.50

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