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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Li (LICY) - NYSE Next Earnings Date: OS Estimate: July 10, 2024 AC
OS Projected Window: July 8, 2024 to July 13, 2024
EVR: 8.7
Avg Daily Volume: 10,277,962    Market Cap: 75.56M
Sector: None    Short Interest: 12.83
Live Interactive Chart
Days to Next Earnings: 74 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 10
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 15, 2024 AC 6.2 $0.76 @$1.00 $0.45
($0.76)
45.0% 69.73% O 44.73% I $1.10 $0.62
( $1.10 )
37.78%
Nov. 13, 2023 AC 3.6 $1.47 @$1.00 $0.50
($1.47)
50.0% -65.98% O -55.1% O $0.66 $0.43
( $0.66 )
-14.0%
Aug. 14, 2023 BO 3.4 $5.49 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 30, 2023 BO 2.9 $4.98 @$5.00
Jan. 30, 2023 BO 2.9 $5.77 @$6.00
Sept. 14, 2022 BO 2.6 $7.11 @$7.00
June 14, 2022 BO 2.5 $6.79 @$7.00
March 17, 2022 BO 1.9 $8.55 @$9.00
Jan. 27, 2022 BO 0.1 $7.03 @$7.00
Sept. 9, 2021 BO 0.0 $8.11 @$7.50

 
 
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