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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lowe's Companies (LOW) - NYSE Next Earnings Date: May 21, 2024 BO
EVR: 1.7
Avg Daily Volume: 2,435,919    Market Cap: 132.78B
Sector: Services    Short Interest: 1.38
Live Interactive Chart
Days to Next Earnings: 27 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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. 27, 2024 BO 1.8 $231.32 @$232.50 $12.18
($231.32)
5.24% 3.53% I 1.75% I $235.39 $9.56
( $235.39 )
-21.51%
Nov. 21, 2023 BO 1.9 $204.44 @$205.00 $12.00
($204.44)
5.85% -3.82% I -3.12% I $198.06 $9.60
( $198.06 )
-20.0%
Aug. 22, 2023 BO 2.0 $217.59 @$217.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 23, 2023 BO 2.0 $203.15 @$202.50
March 1, 2023 BO 2.0 $205.75 @$205.00
Nov. 16, 2022 BO 2.1 $208.84 @$210.00
Aug. 17, 2022 BO 2.2 $214.12 @$210.00
May 18, 2022 BO 2.3 $194.03 @$195.00
Feb. 23, 2022 BO 2.3 $214.59 @$215.00
Nov. 17, 2021 BO 2.4 $244.78 @$240.00

 
 
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