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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lee Enterprises (LEE) - NASDAQ Next Earnings Date: Estimated on May 2, 2024
EVR: 4.5
Avg Daily Volume: 30,355    Market Cap: 77.63M
Sector: Services    Short Interest: 3.05
Live Interactive Chart
Days to Next Earnings: 8 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 23
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
Feb. 4, 2021 BO 3.7 $1.61 @$2.50 $1.02
($1.61)
40.8% 23.6% I 15.52% I $1.86 $0.82
( $1.86 )
-19.61%
Dec. 10, 2020 BO 3.5 $1.16 @$2.50 $1.15
($1.16)
46.0% -12.06% I -10.34% I $1.04 $1.38
( $1.04 )
20.0%
Aug. 6, 2020 BO 3.0 $0.88 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 18, 2020 BO 2.8 $1.15 @$2.50
May 7, 2020 BO 2.7 $0.76 @$2.50
Feb. 6, 2020 BO 2.5 $2.19 @$2.50
Dec. 12, 2019 BO 2.7 $1.89 @$2.50
Aug. 8, 2019 BO 2.9 $2.05 @$2.50
May 10, 2019 BO 3.1 $2.54 @$2.50
Feb. 7, 2019 BO 3.4 $2.67 @$2.50

 
 
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