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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Pulmonx Corporation (LUNG) - NASDAQ Next Earnings Date: OS Estimate: Sept. 8, 2026 AC
OS Projected Window: Sept. 7, 2026 to Sept. 12, 2026
EVR: 7.6
Avg Daily Volume: 631,802    Market Cap: 64.6M
Sector: Healthcare    Short Interest: 6.39
Live Interactive Chart
Days to Next Earnings: 39 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 23
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 6.5 $1.25 @$1.00 $0.42
($1.25)
42.0% 44.8% O 28.8% I $1.61 $0.55
( $1.61 )
30.95%
April 29, 2026 AC 7.1 $1.20 @$1.00 $0.38
($1.20)
38.0% 10.0% I 6.66% I $1.28 $0.50
( $1.28 )
31.58%
March 4, 2026 AC 7.4 $1.44 @$1.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 20, 2026 AC 8.9 $1.50 @$1.50
Feb. 18, 2026 AC 9.6 $1.42 @$1.50
Nov. 12, 2025 AC 9.7 $1.96 @$2.00
July 30, 2025 AC 9.2 $3.15 @$2.50
April 30, 2025 AC 8.6 $4.83 @$5.00
Feb. 19, 2025 AC 7.4 $6.64 @$7.50
May 1, 2024 AC 7.3 $7.72 @$7.50

 
 
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