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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lennar Corporation (LEN) - NYSE Next Earnings Date: Estimated on June 12, 2024
OS Projected Window: June 17, 2024 to June 22, 2024
EVR: 1.8
Avg Daily Volume: 2,302,512    Market Cap: 45.32B
Sector: Industrial Goods    Short Interest: 2.49
Live Interactive Chart
Days to Next Earnings: 49 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
March 13, 2024 AC 1.8 $165.50 @$165.00 $16.05
($165.50)
9.73% -7.99% I -7.63% I $152.86 $14.72
( $152.86 )
-8.29%
Dec. 14, 2023 AC 1.8 $154.81 @$155.00 $12.65
($154.81)
8.16% -6.98% I -3.57% I $149.28 $11.18
( $149.28 )
-11.62%
Sept. 14, 2023 AC 1.7 $117.70 @$120.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 14, 2023 AC 1.7 $114.75 @$115.00
March 14, 2023 AC 2.0 $100.77 @$100.00
Dec. 14, 2022 AC 2.0 $90.82 @$90.00
Sept. 21, 2022 AC 2.1 $75.92 @$76.00
June 20, 2022 AC 2.3 $64.63 @$65.00
Feb. 28, 2022 AC 2.5 $89.88 @$90.00
Dec. 15, 2021 AC 2.6 $113.09 @$115.00

 
 
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