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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lemonade (LMND) - NYSE Next Earnings Date: April 30, 2024 AC
EVR: 8.0
Avg Daily Volume: 1,353,342    Market Cap: 1.15B
Sector: None    Short Interest: 31.3
Live Interactive Chart
Days to Next Earnings: 7 Days
Implied Move Weekly: 16.40%       Expires on: May 3, 2024
Implied Move Monthly: 19.18%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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
April 30, 2024 AC None $0.00 @$16.00 $3.10
($16.16)
19.18% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 27, 2024 AC 7.4 $21.72 @$21.50 $6.08
($21.72)
28.28% -28.63% O -27.71% I $15.70 $5.70
( $15.70 )
-6.25%
Nov. 1, 2023 AC 6.1 $11.00 @$11.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 AC 5.7 $22.07 @$22.00
May 3, 2023 AC 5.2 $11.09 @$11.00
Feb. 22, 2023 AC 5.1 $16.41 @$16.50
Nov. 8, 2022 AC 5.3 $19.15 @$19.00
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

 
 
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