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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lennar Corporation (LEN) - NYSE Next Earnings Date: Estimated on Dec. 19, 2024
OS Projected Window: Dec. 16, 2024 to Dec. 21, 2024
EVR: 1.9
Avg Daily Volume: 1,877,501    Market Cap: 45.32B
Sector: Industrial Goods    Short Interest: 2.49
Live Interactive Chart
Days to Next Earnings: 27 Days
Implied Move Weekly: 8.98%       Expires on: Dec. 20, 2024
Implied Move Monthly: 10.89%       Expires on: Jan. 17, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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
Dec. 19, 2024 AC None $0.00 @$170.00 $18.30
($168.07)
10.89% -None% I -None% I $0.00 $0.00
( N/A )
None%
Sept. 19, 2024 AC 1.8 $192.45 @$190.00 $16.55
($192.45)
8.71% -5.81% I -5.33% I $182.19 $12.53
( $182.19 )
-24.29%
June 17, 2024 AC 1.8 $156.51 @$155.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 13, 2024 AC 1.8 $165.50 @$165.00
Dec. 14, 2023 AC 1.7 $154.81 @$155.00
Sept. 14, 2023 AC 1.7 $117.70 @$120.00
June 14, 2023 AC 1.7 $114.75 @$115.00
March 14, 2023 AC 2.0 $100.77 @$100.00
Dec. 14, 2022 AC 2.0 $90.82 @$90.00
Sept. 21, 2022 AC 2.0 $75.92 @$76.00

 
 
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