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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lemonade (LMND) - NYSE Next Earnings Date: Estimated on Nov. 8, 2022
OS Projected Window: Nov. 7, 2022 to Nov. 12, 2022
EVR: 5.3
Avg Daily Volume: 1,320,000    Market Cap: 1.58B
Sector: None    Short Interest: 26.62
Live Interactive Chart
Days to Next Earnings: 45 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 9
Earnings Date 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
Aug. 8, 2022 AC $25.11 @$25.00 $4.47
($25.11)
17.88% 19.27% O 11.94% I $28.11 $4.15
( $28.11 )
-7.16%
May 9, 2022 AC $18.50 @$18.50 $4.30
($18.50)
23.24% -12.16% I 2.43% I $18.95 $3.05
( $18.95 )
-29.07%
Feb. 23, 2022 AC $22.95 @$23.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 8, 2021 AC $70.50 @$70.00
Aug. 4, 2021 AC $89.88 @$90.00
May 11, 2021 AC $73.85 @$74.00
March 2, 2021 BO $132.43 @$132.00
Nov. 11, 2020 BO $65.92 @$66.00
Aug. 12, 2020 BO $62.75 @$65.00

 
 
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