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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
LivaNova PLC (LIVN) - NASDAQ Next Earnings Date: Estimated on May 7, 2025
OS Projected Window: April 28, 2025 to May 3, 2025
EVR: 3.3
Avg Daily Volume: 840,601    Market Cap: 2.1B
Sector: None    Short Interest: 3.57
Live Interactive Chart
Days to Next Earnings: 36 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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
Feb. 25, 2025 BO 2.8 $49.50 @$50.00 $5.08
($49.50)
10.16% -18.16% O -15.75% O $41.70 $9.08
( $41.70 )
78.74%
Oct. 30, 2024 BO 3.0 $52.97 @$52.50 $5.42
($52.97)
10.32% 8.26% I -3.07% I $51.34 $5.22
( $51.34 )
-3.69%
July 31, 2024 BO 3.1 $51.30 @$52.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 1, 2024 BO 2.9 $55.75 @$55.00
Feb. 21, 2024 BO 3.0 $52.60 @$52.50
Nov. 1, 2023 BO 3.0 $49.05 @$50.00
July 26, 2023 BO 2.9 $53.58 @$52.50
May 3, 2023 BO 3.0 $47.13 @$45.00
Feb. 22, 2023 BO 3.0 $54.58 @$55.00
Nov. 2, 2022 BO 3.0 $46.76 @$45.00

 
 
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