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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lamb Weston Holdings (LW) - NYSE Next Earnings Date: July 24, 2026 BO
EVR: 5.5
Avg Daily Volume: 1,644,522    Market Cap: 6.5B
Sector: None    Short Interest: 5.17
Live Interactive Chart
Implied Move Weekly: 9.46%       Expires on: July 24, 2026
Implied Move Monthly: 11.08%       Expires on: Aug. 21, 2026

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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 None $0.00 @$50.00 $5.45
($49.18)
11.08% -None% -None% $0.00 $0.00
( N/A )
None%
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

 
 
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