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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lemonade (LMND) - NYSE Next Earnings Date: OS Estimate: Feb. 26, 2025 AC
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 8.3
Avg Daily Volume: 2,829,107    Market Cap: 1.15B
Sector: None    Short Interest: 31.3
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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 AC 7.6 $18.75 @$18.50 $3.95
($18.75)
21.35% 35.46% O 26.77% O $23.77 $5.62
( $23.77 )
42.28%
July 30, 2024 AC 7.5 $22.63 @$22.50 $4.12
($22.63)
18.31% -20.54% O -20.32% O $18.03 $3.98
( $18.03 )
-3.4%
April 30, 2024 AC 8.0 $17.23 @$17.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 8, 2022 AC 5.3 $19.15 @$19.00
Aug. 8, 2022 AC 5.1 $25.11 @$25.00

 
 
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