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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Loews Corporation (L) - NYSE Next Earnings Date: OS Estimate: Feb. 3, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 1.2
Avg Daily Volume: 706,338    Market Cap: 17.02B
Sector: Financial    Short Interest: 1.08
Live Interactive Chart
Days to Next Earnings: 73 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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
Nov. 4, 2024 BO 1.1 $79.27 @$80.00 $3.52
($79.27)
4.4% -5.18% O -3.48% I $76.51 $4.12
( $76.51 )
17.05%
July 29, 2024 BO 1.1 $80.09 @$80.00 $3.30
($80.09)
4.12% 4.3% O -1.53% I $78.86 $2.80
( $78.86 )
-15.15%
May 6, 2024 BO 1.1 $76.40 @$75.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 5, 2024 BO 1.1 $73.04 @$75.00
Oct. 30, 2023 BO 1.3 $62.82 @$65.00
July 31, 2023 BO 1.3 $62.19 @$60.00
May 1, 2023 BO 1.3 $57.57 @$60.00
Feb. 6, 2023 BO 1.4 $60.10 @$60.00
Oct. 31, 2022 BO 1.5 $57.99 @$60.00
Aug. 1, 2022 BO 1.4 $58.25 @$60.00

 
 
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