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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lennar Corporation (LEN) - NYSE Next Earnings Date: OS Estimate: June 17, 2026 AC
OS Projected Window: June 15, 2026 to June 20, 2026
EVR: 2.1
Avg Daily Volume: 2,993,530    Market Cap: 22.4B
Sector: Industrial Goods    Short Interest: 3.77
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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
March 12, 2026 AC 2.1 $92.54 @$93.00 $6.57
($92.54)
7.06% 4.26% I 2.61% I $94.96 $5.15
( $94.96 )
-21.61%
Dec. 16, 2025 AC 2.1 $117.57 @$120.00 $10.90
($117.57)
9.08% -6.42% I -4.54% I $112.23 $10.55
( $112.23 )
-3.21%
Sept. 18, 2025 AC 2.0 $132.87 @$135.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 16, 2025 AC 2.1 $109.49 @$110.00
March 20, 2025 AC 2.0 $120.07 @$120.00
Dec. 18, 2024 AC 1.9 $145.93 @$145.00
Sept. 19, 2024 AC 1.8 $192.45 @$190.00
June 17, 2024 AC 1.8 $156.51 @$155.00
March 13, 2024 AC 1.8 $165.50 @$165.00
Dec. 14, 2023 AC 1.7 $154.81 @$155.00

 
 
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