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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lam Research Corporation (LRCX) - NASDAQ Next Earnings Date: OS Estimate: July 24, 2024 AC
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 2.4
Avg Daily Volume: 1,014,236    Market Cap: 127.38B
Sector: Technology    Short Interest: 1.85
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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 24, 2024 AC None $884.89 @$885.00 $74.85
($884.89)
8.46% 3.11% I 1.87% I $901.47 $62.00
( $901.47 )
-17.17%
Jan. 24, 2024 AC 2.4 $848.16 @$850.00 $69.88
($848.16)
8.22% 6.12% I 2.05% I $865.60 $56.28
( $865.60 )
-19.46%
Oct. 18, 2023 AC 2.3 $642.24 @$640.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2023 AC 2.0 $642.37 @$642.50
April 19, 2023 AC 1.8 $491.02 @$490.00
Jan. 25, 2023 AC 1.9 $488.40 @$490.00
Oct. 19, 2022 AC 1.8 $330.08 @$330.00
July 27, 2022 AC 1.8 $467.66 @$470.00
April 20, 2022 AC 1.9 $481.45 @$480.00
Jan. 26, 2022 AC 2.1 $596.67 @$595.00

 
 
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