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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lam Research Corporation (LRCX) - NASDAQ Next Earnings Date: OS Estimate: Jan. 22, 2025 AC
OS Projected Window: Jan. 20, 2025 to Jan. 25, 2025
EVR: 2.5
Avg Daily Volume: 12,990,543    Market Cap: 127.04B
Sector: Technology    Short Interest: 1.81
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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. 23, 2024 AC 2.5 $72.86 @$73.00 $8.60
($72.86)
11.78% 6.34% I 5.09% I $76.57 $6.62
( $76.57 )
-23.02%
July 31, 2024 AC 2.3 $921.24 @$920.00 $76.85
($921.24)
8.35% -11.79% O -9.86% O $830.33 $101.68
( $830.33 )
32.31%
April 24, 2024 AC 2.4 $884.89 @$885.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 24, 2024 AC 2.4 $848.16 @$850.00
Oct. 18, 2023 AC 2.3 $642.24 @$640.00
July 26, 2023 AC 2.0 $642.37 @$642.50
April 19, 2023 AC 1.8 $491.02 @$490.00
Jan. 25, 2023 AC 1.9 $488.40 @$490.00
Oct. 19, 2022 AC 1.8 $330.08 @$330.00
July 27, 2022 AC 1.8 $467.66 @$470.00

 
 
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