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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lear Corporation (LEA) - NYSE Next Earnings Date: OS Estimate: Feb. 3, 2027 BO
OS Projected Window: Feb. 1, 2027 to Feb. 6, 2027
EVR: 2.8
Avg Daily Volume: 528,905    Market Cap: 5.8B
Sector: Consumer Cyclical    Short Interest: 6.12
Live Interactive Chart
Days to Next Earnings: 91 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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
Oct. 30, 2026 BO 2.9 $117.38 @$115.00 $9.18
($117.38)
7.98% 3.79% I 0.9% I $118.44 $8.22
( $118.44 )
-10.46%
July 31, 2026 BO 2.7 $146.33 @$145.00 $11.80
($146.33)
8.14% -11.69% O -10.72% O $130.64 $16.85
( $130.64 )
42.8%
May 1, 2026 BO 2.8 $127.13 @$125.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 4, 2026 BO 2.4 $119.60 @$120.00
Oct. 31, 2025 BO 2.4 $103.52 @$105.00
July 25, 2025 BO 2.2 $108.14 @$110.00
May 6, 2025 BO 2.1 $88.37 @$90.00
Feb. 6, 2025 BO 1.9 $93.44 @$95.00
Oct. 24, 2024 BO 1.8 $104.96 @$105.00
April 30, 2024 BO 1.6 $137.23 @$135.00

 
 
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