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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lennox International (LII) - NYSE Next Earnings Date: Estimate: Jan. 29, 2025 BO
EVR: 2.2
Avg Daily Volume: 251,397    Market Cap: 16.75B
Sector: Industrial Goods    Short Interest: 2.42
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
April 24, 2024 BO 2.3 $476.66 @$477.50 $33.30
($476.66)
6.97% 4.74% I -1.84% I $467.85 $25.60
( $467.85 )
-23.12%
Jan. 31, 2024 BO 2.3 $447.75 @$447.50 $28.10
($447.75)
6.28% -4.43% I -4.37% I $428.16 $24.77
( $428.16 )
-11.85%
Oct. 26, 2023 BO 2.2 $339.30 @$340.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 28, 2022 BO 1.8 $227.06 @$230.00
April 25, 2022 BO 1.8 $246.84 @$250.00
Feb. 1, 2022 BO 1.8 $283.62 @$280.00
Oct. 25, 2021 BO 1.8 $312.18 @$310.00

 
 
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