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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lemonade (LMND) - NYSE Next Earnings Date: Nov. 5, 2025 BO
EVR: 8.0
Avg Daily Volume: 2,423,300    Market Cap: 3.9B
Sector: None    Short Interest: 22.07
Live Interactive Chart
Days to Next Earnings: 5 Days
Implied Move Weekly: 16.89%       Expires on: Nov. 7, 2025
Implied Move Monthly: 21.72%       Expires on: Nov. 21, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
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
Nov. 5, 2025 BO None $0.00 @$60.00 $13.05
($60.08)
21.72% -None% I -None% I $0.00 $0.00
( N/A )
None%
Aug. 5, 2025 BO 7.4 $37.00 @$37.00 $5.65
($37.00)
15.27% 33.24% O 29.54% O $47.93 $12.12
( $47.93 )
114.51%
May 6, 2025 BO 7.8 $30.00 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 27, 2024 AC 7.4 $21.72 @$21.50
Nov. 1, 2023 AC 6.1 $11.00 @$11.00
Aug. 2, 2023 AC 5.7 $22.07 @$22.00

 
 
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