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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Leidos Holdings (LDOS) - NYSE Next Earnings Date: OS Estimate: July 29, 2025 BO
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 2.6
Avg Daily Volume: 1,397,250    Market Cap: 20.0B
Sector: Technology    Short Interest: 3.35
Live Interactive Chart
Days to Next Earnings: 49 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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 6, 2025 BO 2.6 $147.94 @$150.00 $10.60
($147.94)
7.07% 5.28% I 4.6% I $154.75 $7.95
( $154.75 )
-25.0%
Feb. 11, 2025 BO 2.6 $142.77 @$145.00 $11.75
($142.77)
8.1% -6.99% I -3.62% I $137.60 $8.30
( $137.60 )
-29.36%
Oct. 29, 2024 BO 2.5 $169.73 @$170.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 30, 2024 BO 2.7 $152.97 @$155.00
April 30, 2024 BO 2.7 $131.62 @$130.00
Feb. 13, 2024 BO 2.7 $114.56 @$115.00
Oct. 31, 2023 BO 2.6 $91.79 @$90.00
Aug. 1, 2023 BO 2.5 $93.53 @$95.00
May 2, 2023 BO 2.1 $94.32 @$95.00
Feb. 14, 2023 BO 2.2 $100.71 @$100.00

 
 
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