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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lennox International (LII) - NYSE Next Earnings Date: OS Estimate: Oct. 21, 2026 BO
OS Projected Window: Oct. 19, 2026 to Oct. 24, 2026
EVR: 3.3
Avg Daily Volume: 531,245    Market Cap: 14.4B
Sector: Industrials    Short Interest: 7.14
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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 2.8 $544.11 @$540.00 $49.45
($544.11)
9.16% -21.33% O -20.96% O $430.02 $111.75
( $430.02 )
125.99%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 22, 2025 BO 2.7 $548.99 @$550.00
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

 
 
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