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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lennox International (LII) - NYSE Next Earnings Date: Estimated on Jan. 28, 2026
OS Projected Window: Jan. 26, 2026 to Jan. 31, 2026
EVR: 2.9
Avg Daily Volume: 478,104    Market Cap: 17.3B
Sector: Industrial Goods    Short Interest: 4.25
Live Interactive Chart
Days to Next Earnings: 54 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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. 22, 2025 BO 2.7 $548.99 @$550.00 $54.50
($548.99)
9.91% -11.57% O -10.18% O $493.07 $62.53
( $493.07 )
14.73%
July 23, 2025 BO 2.5 $619.97 @$620.00 $45.20
($619.97)
7.29% 11.2% O 6.58% I $660.80 $49.85
( $660.80 )
10.29%
April 23, 2025 BO 2.3 $558.93 @$560.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 26, 2023 BO 2.2 $339.30 @$340.00
July 27, 2023 BO 2.1 $335.99 @$335.00

 
 
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