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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lear Corporation (LEA) - NYSE Next Earnings Date: OS Estimate: Jan. 30, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 1.9
Avg Daily Volume: 755,546    Market Cap: 7.19B
Sector: Consumer Goods    Short Interest: 7.84
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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. 24, 2024 BO 1.8 $104.96 @$105.00 $8.70
($104.96)
8.29% -7.09% I -6.46% I $98.17 $8.78
( $98.17 )
0.92%
April 30, 2024 BO 1.6 $137.23 @$135.00 $8.15
($137.23)
6.04% -8.46% O -8.27% O $125.87 $10.38
( $125.87 )
27.36%
Feb. 6, 2024 BO 1.6 $134.36 @$135.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 26, 2023 BO 1.5 $129.68 @$130.00
Aug. 1, 2023 BO 1.5 $154.76 @$155.00
April 27, 2023 BO 1.5 $130.97 @$130.00
Feb. 2, 2023 BO 1.4 $149.46 @$150.00
Nov. 1, 2022 BO 1.3 $138.71 @$140.00
Aug. 2, 2022 BO 1.4 $151.36 @$150.00
May 3, 2022 BO 1.4 $129.84 @$130.00

 
 
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