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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
LivaNova PLC (LIVN) - NASDAQ Next Earnings Date: Estimated on May 6, 2026
OS Projected Window: April 27, 2026 to May 2, 2026
EVR: 4.1
Avg Daily Volume: 938,078    Market Cap: 3.5B
Sector: None    Short Interest: 3.72
Live Interactive Chart
Days to Next Earnings: 54 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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
Feb. 25, 2026 BO 4.1 $69.05 @$70.00 $7.50
($69.05)
10.71% -8.26% I 1.79% I $70.29 $5.82
( $70.29 )
-22.4%
Nov. 5, 2025 BO 4.2 $53.94 @$55.00 $6.62
($53.94)
12.04% -6.28% I -5.8% I $50.81 $5.15
( $50.81 )
-22.21%
Aug. 6, 2025 BO 3.9 $42.61 @$42.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 21, 2024 BO 3.0 $52.60 @$52.50
Nov. 1, 2023 BO 3.0 $49.05 @$50.00

 
 
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