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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lemonade (LMND) - NYSE Next Earnings Date: Estimated on April 29, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 7.8
Avg Daily Volume: 2,519,764    Market Cap: 2.6B
Sector: None    Short Interest: 23.69
Live Interactive Chart
Days to Next Earnings: 28 Days
Implied Move Weekly: 22.47%       Expires on: May 2, 2025
Implied Move Monthly: 27.22%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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 29, 2025 AC None $0.00 @$32.00 $8.60
($31.60)
27.22% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 25, 2025 AC 8.3 $31.99 @$32.00 $8.65
($31.99)
27.03% -16.06% I -1.59% I $31.48 $5.97
( $31.48 )
-30.98%
Oct. 30, 2024 AC 7.6 $18.75 @$18.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 30, 2024 AC 7.5 $22.63 @$22.50
April 30, 2024 AC 8.0 $17.23 @$17.00
Feb. 27, 2024 AC 7.4 $21.72 @$21.50
Nov. 1, 2023 AC 6.1 $11.00 @$11.00
Aug. 2, 2023 AC 5.7 $22.07 @$22.00
May 3, 2023 AC 5.2 $11.09 @$11.00
Feb. 22, 2023 AC 5.1 $16.41 @$16.50

 
 
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