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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lennox International (LII) - NYSE Next Earnings Date: Jan. 29, 2025 BO
EVR: 2.2
Avg Daily Volume: 530,339    Market Cap: 16.75B
Sector: Industrial Goods    Short Interest: 2.42
Live Interactive Chart
Days to Next Earnings: 7 Days
Implied Move Monthly: 6.99%       Expires on: Feb. 21, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
Jan. 29, 2025 BO None $0.00 @$660.00 $46.40
($663.59)
6.99% -None% I -None% I $0.00 $0.00
( N/A )
None%
Oct. 23, 2024 BO None $594.37 @$590.00 $48.05
($594.37)
8.14% 5.56% I 2.58% I $609.74 $45.55
( $609.74 )
-5.2%
July 24, 2024 BO None $0.00 @$570.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 24, 2024 BO 2.3 $476.66 @$477.50
Jan. 31, 2024 BO 2.3 $447.75 @$447.50
Oct. 26, 2023 BO 2.2 $339.30 @$340.00
July 27, 2023 BO 2.1 $335.99 @$335.00
April 27, 2023 BO 2.0 $257.07 @$260.00
Jan. 31, 2023 BO 1.8 $245.17 @$250.00
Oct. 27, 2022 BO 1.8 $234.17 @$230.00

 
 
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