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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lloyds Banking Group Plc (LYG) - NYSE Next Earnings Date: OS Estimate: Oct. 29, 2026 BO
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 1.1
Avg Daily Volume: 18,600,611    Market Cap: 89.9B
Sector: Financial Services    Short Interest: 0.02
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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 30, 2026 BO 1.0 $5.87 @$6.00 $0.55
($5.87)
9.17% 6.47% I 6.47% I $6.25 $0.48
( $6.25 )
-12.73%
April 29, 2026 BO 1.0 $5.33 @$5.00 $0.60
($5.33)
12.0% -2.06% I -1.5% I $5.25 $0.57
( $5.25 )
-5.0%
Oct. 23, 2025 BO 1.1 $4.52 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 24, 2025 BO 1.1 $4.29 @$4.00
May 1, 2025 BO 1.0 $3.95 @$4.00
Feb. 20, 2025 BO 0.9 $3.14 @$3.00
Oct. 23, 2024 AC 0.9 $3.16 @$3.00
July 25, 2024 AC 0.9 $3.06 @$3.00
April 24, 2024 AC 1.0 $2.54 @$3.00
Feb. 22, 2024 AC 1.0 $2.28 @$2.00

 
 
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