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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lamb Weston Holdings (LW) - NYSE Next Earnings Date: OS Estimate: July 24, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 3.5
Avg Daily Volume: 3,529,810    Market Cap: 15.38B
Sector: None    Short Interest: 3.27
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
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 4, 2024 BO 3.0 $101.12 @$100.00 $8.80
($101.12)
8.8% -20.86% O -19.37% O $81.53 $18.60
( $81.53 )
111.36%
Jan. 4, 2024 BO 3.0 $104.93 @$105.00 $6.50
($104.93)
6.19% 6.62% O 0.31% I $105.26 $4.40
( $105.26 )
-32.31%
Oct. 5, 2023 BO 2.8 $90.49 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 25, 2023 BO 2.8 $112.69 @$115.00
April 6, 2023 BO 3.1 $104.17 @$105.00
Jan. 5, 2023 BO 3.1 $87.48 @$85.00
Oct. 5, 2022 BO 3.2 $78.85 @$80.00
July 27, 2022 BO 3.4 $75.15 @$75.00
April 7, 2022 BO 3.3 $60.44 @$60.00
Jan. 6, 2022 BO 2.9 $63.12 @$65.00

 
 
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