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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
LENZ Therapeutics (LENZ) - NASDAQ Next Earnings Date: OS Estimate: March 24, 2027 BO
OS Projected Window: March 22, 2027 to March 27, 2027
EVR: 5.5
Avg Daily Volume: 1,042,389    Market Cap: 99.3M
Sector: Healthcare    Short Interest: 33.61
Live Interactive Chart
Days to Next Earnings: 140 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 8
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. 29, 2026 BO 5.7 $3.21 @$2.50 $1.15
($3.21)
46.0% 11.52% I 8.72% I $3.49 $2.45
( $3.49 )
113.04%
Aug. 11, 2026 AC 4.8 $5.21 @$5.00 $0.83
($5.21)
16.6% 29.36% O -3.26% I $5.04 $0.78
( $5.04 )
-6.02%
July 29, 2026 AC 5.3 $5.72 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 11, 2026 AC 4.3 $9.99 @$10.00
March 24, 2026 BO 3.9 $11.00 @$10.00
Nov. 5, 2025 BO 2.9 $28.05 @$30.00
July 30, 2025 BO 3.3 $31.67 @$30.00
May 7, 2025 AC 3.1 $25.34 @$25.00

 
 
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