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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Littelfuse (LFUS) - NASDAQ Next Earnings Date: OS Estimate: Sept. 16, 2026 BO
OS Projected Window: Sept. 14, 2026 to Sept. 19, 2026
EVR: 3.4
Avg Daily Volume: 419,039    Market Cap: 11.2B
Sector: Technology    Short Interest: 5.08
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 57
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
July 29, 2026 BO 3.2 $392.05 @$390.00 $53.55
($392.05)
13.73% 11.63% I 4.69% I $410.47 $52.50
( $410.47 )
-1.96%
May 6, 2026 BO 3.0 $422.80 @$420.00 $57.10
($422.80)
13.6% 12.34% I 4.46% I $441.67 $33.85
( $441.67 )
-40.72%
Jan. 28, 2026 BO 2.8 $296.17 @$300.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 29, 2025 BO 2.8 $262.53 @$260.00
July 30, 2025 BO 2.5 $235.79 @$240.00
April 29, 2025 AC 2.5 $179.17 @$180.00
Jan. 28, 2025 AC 2.6 $224.00 @$220.00
April 30, 2024 AC 2.6 $230.64 @$230.00
Jan. 30, 2024 AC 2.6 $241.78 @$240.00
Oct. 31, 2023 AC 2.6 $216.67 @$220.00

 
 
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