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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lemonade (LMND) - NYSE Next Earnings Date: OS Estimate: Aug. 2, 2023 AC
OS Projected Window: July 31, 2023 to Aug. 5, 2023
EVR: 5.2
Avg Daily Volume: 1,410,000    Market Cap: 1.02B
Sector: None    Short Interest: 26.86
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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 3, 2023 AC None $11.09 @$11.00 $1.83
($11.09)
16.64% 30.74% O 27.77% O $14.17 $3.52
( $14.17 )
92.35%
Feb. 22, 2023 AC 5.1 $16.41 @$16.50 $3.10
($16.41)
18.79% 15.05% I 3.16% I $16.93 $2.58
( $16.93 )
-16.77%
Nov. 8, 2022 AC 5.3 $19.15 @$19.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 8, 2022 AC 5.1 $25.11 @$25.00
May 9, 2022 AC 5.3 $18.50 @$18.50
Feb. 23, 2022 AC 4.9 $22.95 @$23.00
Nov. 8, 2021 AC 4.9 $70.50 @$70.00
Aug. 4, 2021 AC 4.9 $89.88 @$90.00
May 11, 2021 AC 4.4 $73.85 @$74.00
March 2, 2021 BO 3.7 $132.43 @$132.00

 
 
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