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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lamb Weston Holdings (LW) - NYSE Next Earnings Date: OS Estimate: July 23, 2025 BO
OS Projected Window: July 21, 2025 to July 26, 2025
EVR: 4.7
Avg Daily Volume: 2,740,867    Market Cap: 8.4B
Sector: None    Short Interest: 5.4
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 34
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 3, 2025 BO 4.6 $54.15 @$55.00 $6.07
($54.15)
11.04% 12.5% O 10.0% I $59.57 $5.73
( $59.57 )
-5.6%
Dec. 19, 2024 BO 4.1 $78.22 @$77.50 $9.20
($78.22)
11.87% -23.33% O -20.09% O $62.50 $15.55
( $62.50 )
69.02%
Oct. 2, 2024 BO 4.3 $64.91 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 5, 2023 BO 2.8 $90.49 @$90.00
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

 
 
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