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Implied Movement: Weekly Straddle Tracking History   
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Lemonade (LMND) - NYSE Next Earnings Date: Estimated on May 1, 2024
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 8.0
Avg Daily Volume: 2,406,972    Market Cap: 1.14B
Sector: None    Short Interest: 31.99
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Tracking Statistics Available: 14
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 Open High Low Close Max Move I/O Closing Move I/O Price Straddle @Trade Price Return
Feb. 27, 2024 AC 7.4 $21.72 @$21.50 $5.20
($21.72)
18.51% 24.19% 17.49% 24.19% -28.63% O -27.71% O $15.70 $6.23
($15.70)
19.81%
Nov. 1, 2023 AC 6.1 $11.00 @$11.00 $1.43
($11.00)
15.87% 15.87% 12.34% 13.0% 47.27% O 47.0% O $16.17 $5.20
($16.17)
263.64%
Aug. 2, 2023 AC 5.7 $22.07 @$22.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 3, 2023 AC 5.2 $11.09 @$11.00
Feb. 22, 2023 AC 5.1 $16.41 @$16.50
Nov. 8, 2022 AC 5.3 $19.15 @$19.00
Aug. 8, 2022 AC 5.1 $25.11 @$25.00
May 9, 2022 AC 5.3 $18.50 @$18.50
Feb. 23, 2022 AC 4.9 $22.95 @$23.00
Nov. 8, 2021 AC 4.9 $70.50 @$70.00


 
 
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