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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
LyondellBasell Industries NV (LYB) - NYSE Next Earnings Date: OS Estimate: Oct. 30, 2026 BO
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 1.6
Avg Daily Volume: 5,297,533    Market Cap: 20.0B
Sector: Basic Materials    Short Interest: 3.88
Live Interactive Chart
Implied Move Monthly: 9.58%       Expires on: Aug. 21, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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 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 $6.80
($74.60)
9.07% -3.69% I 0.52% I $74.99 $6.10
( $74.99 )
-10.29%
Jan. 30, 2026 BO 1.4 $49.95 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 26, 2024 BO 1.2 $99.68 @$100.00

 
 
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