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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
LyondellBasell Industries NV (LYB) - NYSE Next Earnings Date: OS Estimate: Jan. 29, 2027 BO
OS Projected Window: Jan. 25, 2027 to Jan. 30, 2027
EVR: 1.6
Avg Daily Volume: 3,393,254    Market Cap: 22.2B
Sector: Basic Materials    Short Interest: 3.57
Live Interactive Chart
Days to Next Earnings: 86 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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
Oct. 30, 2026 BO 1.6 $65.37 @$65.00 $5.50
($65.37)
8.46% 5.15% I 5.0% I $68.64 $6.18
( $68.64 )
12.36%
July 31, 2026 BO 1.6 $60.44 @$60.00 $5.75
($60.44)
9.58% 3.83% I 2.71% I $62.08 $5.80
( $62.08 )
0.87%
May 1, 2026 BO 1.6 $74.60 @$75.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 30, 2026 BO 1.4 $49.95 @$50.00
Oct. 31, 2025 BO 1.4 $45.20 @$45.00
Aug. 1, 2025 BO 1.2 $57.93 @$60.00
April 25, 2025 BO 1.2 $59.25 @$60.00
Jan. 31, 2025 BO 1.2 $76.12 @$75.00
Nov. 1, 2024 BO 1.2 $86.85 @$85.00
Aug. 2, 2024 BO 1.2 $98.14 @$100.00

 
 
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