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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lloyds Banking Group Plc (LYG) - NYSE Next Earnings Date: July 24, 2025 BO
EVR: 1.1
Avg Daily Volume: 28,668,328    Market Cap: 58.9B
Sector: Financial    Short Interest: 0.1
Live Interactive Chart
Days to Next Earnings: 45 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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
May 1, 2025 BO 1.0 $3.95 @$4.00 $0.23
($3.95)
5.75% -4.81% I -4.81% I $3.76 $0.25
( $3.76 )
8.7%
Feb. 20, 2025 BO 0.9 $3.14 @$3.00 $0.22
($3.14)
7.33% 7.64% O 6.05% I $3.33 $0.38
( $3.33 )
72.73%
Oct. 23, 2024 AC 0.9 $3.16 @$3.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 25, 2023 AC 1.1 $2.00 @$2.00
July 26, 2023 AC 1.1 $2.32 @$2.00
May 3, 2023 AC 1.2 $2.27 @$2.00
Feb. 22, 2023 AC 1.1 $2.44 @$2.00

 
 
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