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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lennox International (LII) - NYSE Next Earnings Date: OS Estimate: Jan. 27, 2027 BO
OS Projected Window: Jan. 25, 2027 to Jan. 30, 2027
EVR: 3.5
Avg Daily Volume: 642,069    Market Cap: 11.8B
Sector: Industrials    Short Interest: 7.59
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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
Oct. 28, 2026 BO 3.3 $372.05 @$370.00 $40.85
($372.05)
11.04% -12.45% O -10.59% I $332.64 $41.67
( $332.64 )
2.01%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 28, 2026 BO 2.9 $498.80 @$500.00
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

 
 
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