Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lamb Weston Holdings (LW) - NYSE Next Earnings Date: Estimated on Sept. 30, 2026
OS Projected Window: Oct. 5, 2026 to Oct. 10, 2026
EVR: 5.3
Avg Daily Volume: 1,802,721    Market Cap: 7.2B
Sector: Consumer Defensive    Short Interest: 4.95
Live Interactive Chart
Days to Next Earnings: 48 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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 24, 2026 BO 5.5 $49.18 @$50.00 $5.45
($49.18)
10.9% -7.78% I 0.81% I $49.58 $3.75
( $49.58 )
-31.19%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Sept. 30, 2025 BO 5.2 $55.67 @$55.00
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US