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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Leidos Holdings (LDOS) - NYSE Next Earnings Date: OS Estimate: Nov. 3, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 2.7
Avg Daily Volume: 1,348,912    Market Cap: 16.2B
Sector: Technology    Short Interest: 2.89
Live Interactive Chart
Days to Next Earnings: 48 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
Aug. 4, 2026 BO 2.5 $118.72 @$120.00 $11.20
($118.72)
9.33% 11.24% O 10.0% O $130.60 $12.92
( $130.60 )
15.36%
May 5, 2026 BO 2.6 $148.81 @$150.00 $10.55
($148.81)
7.03% -7.86% O -7.8% O $137.19 $12.95
( $137.19 )
22.75%
Feb. 17, 2026 BO 2.6 $176.30 @$175.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 4, 2025 BO 2.5 $193.05 @$195.00
Aug. 5, 2025 BO 2.6 $160.95 @$160.00
May 6, 2025 BO 2.6 $147.94 @$150.00
Feb. 11, 2025 BO 2.6 $142.77 @$145.00
Oct. 29, 2024 BO 2.5 $169.73 @$170.00
July 30, 2024 BO 2.7 $152.97 @$155.00
April 30, 2024 BO 2.7 $131.62 @$130.00

 
 
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