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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lennox International (LII) - NYSE Next Earnings Date: OS Estimate: July 22, 2026 BO
OS Projected Window: July 20, 2026 to July 25, 2026
EVR: 2.8
Avg Daily Volume: 479,428    Market Cap: 17.1B
Sector: Industrial Goods    Short Interest: 4.48
Live Interactive Chart
Days to Next Earnings: 77 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
April 29, 2026 BO 2.9 $495.52 @$500.00 $47.95
($495.52)
9.59% 8.05% I 4.45% I $517.62 $43.35
( $517.62 )
-9.59%
Jan. 28, 2026 BO 2.9 $498.80 @$500.00 $45.30
($498.80)
9.06% -5.37% I -2.26% I $487.49 $35.25
( $487.49 )
-22.19%
Oct. 22, 2025 BO 2.7 $548.99 @$550.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 23, 2025 BO 2.5 $619.97 @$620.00
April 23, 2025 BO 2.3 $558.93 @$560.00
Jan. 29, 2025 BO 2.2 $662.59 @$660.00
Oct. 23, 2024 BO 2.2 $594.37 @$590.00
July 24, 2024 BO None $0.00 @$570.00
April 24, 2024 BO 2.3 $476.66 @$477.50
Jan. 31, 2024 BO 2.3 $447.75 @$447.50

 
 
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