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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lamb Weston Holdings (LW) - NYSE Next Earnings Date: Estimated on Jan. 2, 2025
OS Projected Window: Dec. 30, 2024 to Jan. 4, 2025
EVR: 4.1
Avg Daily Volume: 2,173,231    Market Cap: 15.38B
Sector: None    Short Interest: 3.27
Live Interactive Chart
Days to Next Earnings: 41 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 32
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. 2, 2024 BO 4.3 $64.91 @$65.00 $7.50
($64.91)
11.54% 5.02% I 2.57% I $66.58 $3.88
( $66.58 )
-48.27%
July 24, 2024 BO 3.5 $78.62 @$77.50 $8.15
($78.62)
10.52% -28.47% O -28.23% O $56.42 $21.42
( $56.42 )
162.82%
April 4, 2024 BO 3.0 $101.12 @$100.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 4, 2024 BO 3.0 $104.93 @$105.00
Oct. 5, 2023 BO 2.8 $90.49 @$90.00
July 25, 2023 BO 2.8 $112.69 @$115.00
April 6, 2023 BO 3.1 $104.17 @$105.00
Jan. 5, 2023 BO 3.1 $87.48 @$85.00
Oct. 5, 2022 BO 3.2 $78.85 @$80.00
July 27, 2022 BO 3.4 $75.15 @$75.00

 
 
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