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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
VAALCO Energy (EGY) - NYSE Next Earnings Date: Estimated on Nov. 10, 2025
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 3.5
Avg Daily Volume: 708,497    Market Cap: 391.0M
Sector: Basic Materials    Short Interest: 3.49
Live Interactive Chart
Days to Next Earnings: 25 Days
Implied Move Monthly: 12.87%       Expires on: Nov. 21, 2025

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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. 10, 2025 AC None $0.00 @$4.00 $0.48
($3.73)
12.87% -None% I -None% I $0.00 $0.00
( N/A )
None%
Aug. 7, 2025 AC 3.4 $3.56 @$4.00 $0.50
($3.56)
12.5% 7.3% I 5.33% I $3.75 $0.25
( $3.75 )
-50.0%
May 8, 2025 AC 3.9 $3.44 @$3.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 9, 2023 AC 3.1 $4.40 @$4.00

 
 
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