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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
LivaNova PLC (LIVN) - NASDAQ Next Earnings Date: OS Estimate: Nov. 4, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 4.1
Avg Daily Volume: 648,481    Market Cap: 4.3B
Sector: Healthcare    Short Interest: 9.05
Live Interactive Chart
Days to Next Earnings: 49 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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
Aug. 5, 2026 BO 4.3 $85.33 @$85.00 $7.80
($85.33)
9.18% -12.02% O -8.42% I $78.14 $9.00
( $78.14 )
15.38%
May 6, 2026 BO 4.1 $57.59 @$57.50 $6.18
($57.59)
10.75% 17.15% O 15.05% O $66.26 $9.72
( $66.26 )
57.28%
Feb. 25, 2026 BO 4.1 $69.05 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2025 BO 4.2 $53.94 @$55.00
Aug. 6, 2025 BO 3.9 $42.61 @$42.50
May 7, 2025 BO 3.3 $35.16 @$35.00
Feb. 25, 2025 BO 2.8 $49.50 @$50.00
Oct. 30, 2024 BO 3.0 $52.97 @$52.50
July 31, 2024 BO 3.1 $51.30 @$52.50
May 1, 2024 BO 2.9 $55.75 @$55.00

 
 
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