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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lockheed Martin Corporation (LMT) - NYSE Next Earnings Date: OS Estimate: July 21, 2026 BO
OS Projected Window: July 20, 2026 to July 25, 2026
EVR: 2.1
Avg Daily Volume: 1,460,228    Market Cap: 118.3B
Sector: Industrial Goods    Short Interest: 1.09
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 74
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 23, 2026 BO 2.1 $555.43 @$555.00 $39.85
($555.43)
7.18% -5.97% I -4.61% I $529.79 $39.35
( $529.79 )
-1.25%
Jan. 29, 2026 BO 1.9 $597.27 @$597.50 $37.20
($597.27)
6.23% 8.1% O 4.22% I $622.51 $39.70
( $622.51 )
6.72%
Oct. 21, 2025 BO 2.0 $505.90 @$505.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 22, 2025 BO 1.7 $460.53 @$460.00
April 22, 2025 BO 1.7 $458.33 @$457.50
Jan. 28, 2025 BO 1.5 $503.69 @$502.50
Oct. 22, 2024 BO 1.6 $614.61 @$615.00
July 23, 2024 BO 1.5 $474.59 @$475.00
April 23, 2024 BO 1.5 $461.33 @$462.50
Jan. 23, 2024 BO 1.6 $458.76 @$460.00

 
 
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