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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
LivaNova PLC (LIVN) - NASDAQ Next Earnings Date: OS Estimate: Feb. 26, 2025 BO
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 2.8
Avg Daily Volume: 482,121    Market Cap: 2.73B
Sector: None    Short Interest: 5.79
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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
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 $6.80
($51.30)
12.95% -4.09% I -3.7% I $49.40 $4.10
( $49.40 )
-39.71%
May 1, 2024 BO 2.9 $55.75 @$55.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 3, 2022 BO 3.2 $63.19 @$65.00
May 4, 2022 BO 3.2 $75.35 @$75.00

 
 
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