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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lamb Weston Holdings (LW) - NYSE Next Earnings Date: OS Estimate: July 22, 2026 BO
OS Projected Window: July 20, 2026 to July 25, 2026
EVR: 5.5
Avg Daily Volume: 2,086,957    Market Cap: 6.1B
Sector: None    Short Interest: 5.06
Live Interactive Chart
Days to Next Earnings: 70 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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 1, 2026 BO 5.6 $42.26 @$42.50 $5.60
($42.26)
13.18% -9.65% I -8.94% I $38.48 $4.40
( $38.48 )
-21.43%
Dec. 19, 2025 BO 4.9 $59.33 @$60.00 $5.70
($59.33)
9.5% -26.34% O -25.93% O $43.94 $15.77
( $43.94 )
176.67%
Sept. 30, 2025 BO 5.2 $55.67 @$55.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 23, 2025 BO 4.7 $49.17 @$50.00
April 3, 2025 BO 4.6 $54.15 @$55.00
Dec. 19, 2024 BO 4.1 $78.22 @$77.50
Oct. 2, 2024 BO 4.3 $64.91 @$65.00
July 24, 2024 BO 3.5 $78.62 @$77.50
April 4, 2024 BO 3.0 $101.12 @$100.00
Jan. 4, 2024 BO 3.0 $104.93 @$105.00

 
 
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