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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
lululemon athletica inc. (LULU) - NASDAQ Next Earnings Date: Estimated on May 30, 2024
OS Projected Window: June 3, 2024 to June 8, 2024
EVR: 4.0
Avg Daily Volume: 2,656,546    Market Cap: 58.67B
Sector: Consumer Non-Durables    Short Interest: 2.9
Live Interactive Chart
Days to Next Earnings: 41 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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
March 21, 2024 AC 3.5 $478.84 @$480.00 $53.55
($478.84)
11.16% -19.15% O -15.79% O $403.19 $76.74
( $403.19 )
43.31%
Dec. 7, 2023 AC 3.7 $464.67 @$465.00 $34.65
($464.67)
7.45% 6.26% I 5.37% I $489.64 $27.65
( $489.64 )
-20.2%
Aug. 31, 2023 AC 3.7 $381.26 @$382.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 1, 2023 AC 3.3 $328.35 @$330.00
March 28, 2023 AC 2.9 $320.31 @$320.00
Dec. 8, 2022 AC 2.8 $374.51 @$375.00
Sept. 1, 2022 AC 2.6 $294.45 @$295.00
June 2, 2022 AC 2.7 $302.58 @$305.00
March 29, 2022 AC 2.6 $343.97 @$345.00
Dec. 9, 2021 AC 2.9 $416.92 @$415.00

 
 
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