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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lam Research Corporation (LRCX) - NASDAQ Next Earnings Date: OS Estimate: Oct. 21, 2026 AC
OS Projected Window: Oct. 19, 2026 to Oct. 24, 2026
EVR: 3.1
Avg Daily Volume: 13,518,824    Market Cap: 366.4B
Sector: Technology    Short Interest: 2.36
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 75
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
July 29, 2026 AC 2.3 $252.35 @$250.00 $46.90
($252.35)
18.76% 26.6% O 17.97% I $297.72 $63.10
( $297.72 )
34.54%
April 22, 2026 AC 2.5 $265.55 @$265.00 $37.52
($265.55)
14.16% -4.62% I -2.63% I $258.56 $33.00
( $258.56 )
-12.05%
Jan. 28, 2026 AC 2.5 $239.58 @$240.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 22, 2025 AC 2.7 $141.25 @$141.00
July 30, 2025 AC 2.6 $99.09 @$99.00
April 23, 2025 AC 2.5 $66.73 @$67.00
Jan. 29, 2025 AC 2.5 $75.15 @$75.00
Oct. 23, 2024 AC 2.5 $72.86 @$73.00
July 31, 2024 AC 2.3 $921.24 @$920.00
April 24, 2024 AC 2.4 $884.89 @$885.00

 
 
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