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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Limoneira Co (LMNR) - NASDAQ Next Earnings Date: Estimated on June 6, 2024
EVR: 3.6
Avg Daily Volume: 45,866    Market Cap: 347.49M
Sector: Consumer Goods    Short Interest: 2.7
Live Interactive Chart
Days to Next Earnings: 48 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 33
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
Dec. 22, 2022 AC 3.5 $13.33 @$12.50 $1.85
($13.33)
14.8% -9.82% I -8.4% I $12.21 $0.90
( $12.21 )
-51.35%
June 7, 2022 AC 3.1 $11.37 @$12.50 $1.68
($11.37)
13.44% 23.48% O 22.33% O $13.91 $2.25
( $13.91 )
33.93%
March 10, 2022 AC 3.1 $14.46 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 10, 2022 AC 3.1 $15.98 @$15.00
Sept. 8, 2021 AC 3.6 $15.77 @$15.00
June 8, 2021 AC 4.1 $20.32 @$20.00
March 10, 2021 AC 4.2 $18.57 @$17.50
Jan. 11, 2021 AC 4.4 $17.11 @$17.50
Sept. 9, 2020 AC 4.4 $14.92 @$15.00
June 10, 2020 BO 4.3 $13.73 @$12.50

 
 
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