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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lennox International (LII) - NYSE Next Earnings Date: OS Estimate: July 22, 2025 BO
OS Projected Window: July 21, 2025 to July 26, 2025
EVR: 2.3
Avg Daily Volume: 465,673    Market Cap: 18.9B
Sector: Industrial Goods    Short Interest: 4.83
Live Interactive Chart
Days to Next Earnings: 88 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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 23, 2025 BO None $558.93 @$560.00 $51.05
($558.93)
9.12% -10.29% O -8.97% I $508.76 $56.90
( $508.76 )
11.46%
Jan. 29, 2025 BO 2.2 $662.59 @$660.00 $43.80
($662.59)
6.64% -8.91% O -8.79% O $604.33 $62.00
( $604.33 )
41.55%
Oct. 23, 2024 BO 2.2 $594.37 @$590.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 26, 2023 BO 2.2 $339.30 @$340.00
July 27, 2023 BO 2.1 $335.99 @$335.00
April 27, 2023 BO 2.0 $257.07 @$260.00
Jan. 31, 2023 BO 1.8 $245.17 @$250.00

 
 
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