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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lennar Corporation (LEN) - NYSE Next Earnings Date: OS Estimate: Feb. 25, 2025 AC
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 2.0
Avg Daily Volume: 2,899,318    Market Cap: 45.32B
Sector: Industrial Goods    Short Interest: 2.49
Live Interactive Chart
Days to Next Earnings: 65 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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. 18, 2024 AC 1.9 $145.93 @$145.00 $13.20
($145.93)
9.1% -7.34% I -5.16% I $138.40 $11.97
( $138.40 )
-9.32%
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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