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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Liberty Energy Inc. (LBRT) - NYSE Next Earnings Date: OS Estimate: Jan. 29, 2025 AC
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 2.8
Avg Daily Volume: 2,862,572    Market Cap: 3.77B
Sector: None    Short Interest: 14.48
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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
Oct. 16, 2024 AC 2.8 $20.09 @$20.00 $2.05
($20.09)
10.25% -11.74% O -8.9% I $18.30 $2.30
( $18.30 )
12.2%
July 17, 2024 AC 2.9 $22.14 @$22.00 $2.78
($22.14)
12.64% 4.15% I 1.58% I $22.49 $1.40
( $22.49 )
-49.64%
April 17, 2024 AC 3.0 $21.52 @$22.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 24, 2024 AC 3.1 $18.39 @$18.00
Oct. 18, 2023 AC 3.3 $19.58 @$20.00
July 19, 2023 AC 4.0 $15.96 @$16.00
April 19, 2023 AC 4.3 $13.23 @$13.00
Jan. 25, 2023 AC 4.6 $15.15 @$15.00
Oct. 19, 2022 AC 4.9 $16.26 @$16.00
July 25, 2022 AC 5.0 $12.85 @$13.00

 
 
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