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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
LyondellBasell Industries NV (LYB) - NYSE Next Earnings Date: OS Estimate: Jan. 31, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 1.2
Avg Daily Volume: 2,235,225    Market Cap: 33.19B
Sector: Basic Materials    Short Interest: 2.08
Live Interactive Chart
Days to Next Earnings: 70 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
Nov. 1, 2024 BO 1.2 $86.85 @$85.00 $4.95
($86.85)
5.82% 2.23% I -0.33% I $86.56 $3.80
( $86.56 )
-23.23%
Aug. 2, 2024 BO 1.2 $98.14 @$100.00 $4.58
($98.14)
4.58% -5.01% O -3.82% I $94.39 $5.33
( $94.39 )
16.38%
April 26, 2024 BO 1.2 $99.68 @$100.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 2, 2024 BO 1.3 $94.61 @$95.00
Oct. 27, 2023 BO 1.4 $89.86 @$90.00
Aug. 4, 2023 BO 1.5 $96.43 @$95.00
April 28, 2023 BO 1.5 $91.32 @$90.00
Feb. 3, 2023 BO 1.7 $96.36 @$95.00
Oct. 28, 2022 BO 1.5 $82.51 @$85.00
July 29, 2022 BO 1.7 $88.56 @$89.80

 
 
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