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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Leidos Holdings (LDOS) - NYSE Next Earnings Date: April 30, 2024 BO
EVR: 2.7
Avg Daily Volume: 801,866    Market Cap: 17.37B
Sector: Technology    Short Interest: 0.95
Live Interactive Chart
Days to Next Earnings: 5 Days
Implied Move Monthly: 6.31%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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 30, 2024 BO None $0.00 @$130.00 $8.20
($129.88)
6.31% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 13, 2024 BO 2.7 $114.56 @$115.00 $8.35
($114.56)
7.26% 6.93% I 5.86% I $121.28 $8.07
( $121.28 )
-3.35%
Oct. 31, 2023 BO 2.6 $91.79 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 1, 2022 BO 2.4 $101.59 @$100.00
Aug. 2, 2022 BO 2.3 $105.15 @$105.00
May 3, 2022 BO 2.6 $103.51 @$105.00
Feb. 15, 2022 BO 2.5 $87.36 @$85.00

 
 
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