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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Li (LICY) - NYSE Next Earnings Date: OS Estimate: Feb. 13, 2025 AC
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 7.3
Avg Daily Volume: 1,755,654    Market Cap: 75.56M
Sector: None    Short Interest: 12.83
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 13
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
Nov. 7, 2024 AC 6.0 $3.61 @$4.00 $0.95
($3.61)
23.75% 37.95% O -8.58% I $3.30 $1.05
( $3.30 )
10.53%
May 10, 2024 BO 6.1 $0.71 @$0.50 $0.20
($0.71)
40.0% -12.67% I -12.67% I $0.62 $0.07
( $0.62 )
-65.0%
March 15, 2024 AC 3.6 $0.76 @$1.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 13, 2023 BO 3.7 $1.56 @$2.00
Aug. 14, 2023 BO 3.4 $5.49 @$5.00
May 15, 2023 BO 3.4 $4.94 @$5.00
March 30, 2023 BO 2.9 $4.98 @$5.00
Jan. 30, 2023 BO 2.9 $5.77 @$6.00
Sept. 14, 2022 BO 2.6 $7.11 @$7.00
June 14, 2022 BO 2.5 $6.79 @$7.00

 
 
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