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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
VAALCO Energy (EGY) - NYSE Next Earnings Date: Estimated on May 7, 2026
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 3.5
Avg Daily Volume: 1,602,375    Market Cap: 514.0M
Sector: Basic Materials    Short Interest: 3.27
Live Interactive Chart
Days to Next Earnings: 44 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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
March 12, 2026 AC 3.4 $5.64 @$6.00 $0.68
($5.64)
11.33% -10.99% I -4.43% I $5.39 $0.75
( $5.39 )
10.29%
Nov. 10, 2025 AC 3.5 $3.96 @$4.00 $0.43
($3.96)
10.75% -7.57% I -4.04% I $3.80 $0.43
( $3.80 )
0.0%
Aug. 7, 2025 AC 3.4 $3.56 @$4.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2025 AC 3.9 $3.44 @$3.00
March 13, 2025 AC 3.6 $3.79 @$4.00
Nov. 11, 2024 AC 3.7 $5.53 @$6.00
Aug. 6, 2024 AC 3.7 $5.97 @$6.00
May 7, 2024 AC 3.9 $6.31 @$6.00
March 13, 2024 AC 3.2 $4.46 @$4.00
Nov. 7, 2023 AC 3.3 $4.19 @$4.00

 
 
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