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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lemonade (LMND) - NYSE Next Earnings Date: OS Estimate: May 5, 2026 BO
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 8.1
Avg Daily Volume: 2,666,015    Market Cap: 4.9B
Sector: None    Short Interest: 15.88
Live Interactive Chart
Days to Next Earnings: 33 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 23
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. 19, 2026 BO 8.8 $65.73 @$65.00 $15.25
($65.73)
23.46% 13.87% I -6.17% I $61.67 $11.85
( $61.67 )
-22.3%
Nov. 5, 2025 BO 8.0 $58.66 @$59.00 $11.55
($58.66)
19.58% 35.88% O 34.21% O $78.73 $20.55
( $78.73 )
77.92%
Aug. 5, 2025 BO 7.4 $37.00 @$37.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 27, 2024 AC 7.4 $21.72 @$21.50
Nov. 1, 2023 AC 6.1 $11.00 @$11.00

 
 
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