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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lemonade (LMND) - NYSE Next Earnings Date: OS Estimate: Nov. 4, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 8.2
Avg Daily Volume: 1,656,339    Market Cap: 3.7B
Sector: Financial Services    Short Interest: 13.21
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 25
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
July 29, 2026 BO 7.7 $62.11 @$62.00 $12.10
($62.11)
19.52% -25.68% O -23.71% O $47.38 $15.07
( $47.38 )
24.55%
April 29, 2026 BO 8.1 $65.77 @$66.00 $11.90
($65.77)
18.03% -14.99% I -14.85% I $56.00 $11.55
( $56.00 )
-2.94%
Feb. 19, 2026 BO 8.8 $65.73 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2025 BO 8.0 $58.66 @$59.00
Aug. 5, 2025 BO 7.4 $37.00 @$37.00
May 6, 2025 BO 7.8 $30.00 @$30.00
Feb. 25, 2025 AC 8.3 $31.99 @$32.00
Oct. 30, 2024 AC 7.6 $18.75 @$18.50
July 30, 2024 AC 7.5 $22.63 @$22.50
April 30, 2024 AC 8.0 $17.23 @$17.00

 
 
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