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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lamb Weston Holdings (LW) - NYSE Next Earnings Date: OS Estimate: Jan. 1, 2026 BO
OS Projected Window: Dec. 29, 2025 to Jan. 3, 2026
EVR: 4.9
Avg Daily Volume: 2,046,616    Market Cap: 8.9B
Sector: None    Short Interest: 3.28
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 36
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
Sept. 30, 2025 BO 5.2 $55.67 @$55.00 $6.70
($55.67)
12.18% 8.85% I 4.32% I $58.08 $4.35
( $58.08 )
-35.07%
July 23, 2025 BO 4.7 $49.17 @$50.00 $5.90
($49.17)
11.8% 21.0% O 16.31% O $57.19 $7.97
( $57.19 )
35.08%
April 3, 2025 BO 4.6 $54.15 @$55.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 5, 2023 BO 2.8 $90.49 @$90.00
July 25, 2023 BO 2.8 $112.69 @$115.00

 
 
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