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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lennox International (LII) - NYSE Next Earnings Date: Estimated on April 23, 2025
OS Projected Window: April 21, 2025 to April 26, 2025
EVR: 2.3
Avg Daily Volume: 442,638    Market Cap: 21.6B
Sector: Industrial Goods    Short Interest: 4.47
Live Interactive Chart
Days to Next Earnings: 22 Days
Implied Move Monthly: 9.95%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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 23, 2025 BO None $0.00 @$560.00 $56.20
($564.83)
9.95% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 29, 2025 BO 2.2 $662.59 @$660.00 $43.80
($662.59)
6.64% -8.91% O -8.79% O $604.33 $62.00
( $604.33 )
41.55%
Oct. 23, 2024 BO 2.2 $594.37 @$590.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 24, 2024 BO None $0.00 @$570.00
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

 
 
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