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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Leidos Holdings (LDOS) - NYSE Next Earnings Date: OS Estimate: Feb. 18, 2025 BO
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 2.6
Avg Daily Volume: 1,359,422    Market Cap: 17.37B
Sector: Technology    Short Interest: 0.95
Live Interactive Chart
Days to Next Earnings: 88 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
Oct. 29, 2024 BO 2.5 $169.73 @$170.00 $11.20
($169.73)
6.59% 10.1% O 9.5% O $185.86 $16.75
( $185.86 )
49.55%
July 30, 2024 BO 2.7 $152.97 @$155.00 $9.60
($152.97)
6.19% -4.66% I -4.56% I $145.98 $9.33
( $145.98 )
-2.81%
April 30, 2024 BO 2.7 $131.62 @$130.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 13, 2024 BO 2.7 $114.56 @$115.00
Oct. 31, 2023 BO 2.6 $91.79 @$90.00
Aug. 1, 2023 BO 2.5 $93.53 @$95.00
May 2, 2023 BO 2.1 $94.32 @$95.00
Feb. 14, 2023 BO 2.2 $100.71 @$100.00
Nov. 1, 2022 BO 2.4 $101.59 @$100.00
Aug. 2, 2022 BO 2.3 $105.15 @$105.00

 
 
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