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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
LivaNova PLC (LIVN) - NASDAQ Next Earnings Date: OS Estimate: May 1, 2024 BO
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 3.0
Avg Daily Volume: 654,327    Market Cap: 2.73B
Sector: None    Short Interest: 5.79
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Monthly: 9.45%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 31
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
May 1, 2024 BO None $0.00 @$55.00 $5.20
($55.02)
9.45% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 21, 2024 BO 3.0 $52.60 @$52.50 $8.32
($52.60)
15.85% 9.88% I 8.02% I $56.82 $5.65
( $56.82 )
-32.09%
May 3, 2023 BO 3.2 $47.13 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 22, 2023 BO 3.0 $54.58 @$55.00
Aug. 3, 2022 BO 3.2 $63.19 @$65.00
May 4, 2022 BO 3.2 $75.35 @$75.00
Feb. 23, 2022 BO 3.2 $72.04 @$70.00
Nov. 3, 2021 BO 2.8 $78.18 @$80.00
July 28, 2021 BO 2.9 $82.02 @$80.00
April 28, 2021 BO 2.9 $82.88 @$85.00

 
 
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