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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
LyondellBasell Industries NV (LYB) - NYSE Next Earnings Date: April 26, 2024 BO
EVR: 1.2
Avg Daily Volume: 1,924,136    Market Cap: 33.19B
Sector: Basic Materials    Short Interest: 2.08
Live Interactive Chart
Days to Next Earnings: 1 Days
Implied Move Monthly: 5.24%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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 26, 2024 BO None $0.00 @$100.00 $5.28
($100.78)
5.24% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 2, 2024 BO 1.3 $94.61 @$95.00 $4.03
($94.61)
4.24% -3.28% I -1.84% I $92.86 $3.43
( $92.86 )
-14.89%
Oct. 27, 2023 BO 1.4 $89.86 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 4, 2023 BO 1.5 $96.43 @$95.00
April 28, 2023 BO 1.5 $91.32 @$90.00
Feb. 3, 2023 BO 1.7 $96.36 @$95.00
Oct. 28, 2022 BO 1.5 $82.51 @$85.00
July 29, 2022 BO 1.7 $88.56 @$89.80
April 29, 2022 BO 1.7 $106.10 @$105.00
Jan. 28, 2022 BO 1.8 $95.85 @$95.00

 
 
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