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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
VAALCO Energy (EGY) - NYSE Next Earnings Date: Estimated on May 10, 2024
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 3.9
Avg Daily Volume: 1,355,090    Market Cap: 578.08M
Sector: Basic Materials    Short Interest: 2.33
Live Interactive Chart
Days to Next Earnings: 43 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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 13, 2024 AC 3.2 $4.46 @$4.00 $0.75
($4.46)
18.75% 26.9% O 19.73% O $5.34 $1.30
( $5.34 )
73.33%
Nov. 7, 2023 AC 3.3 $4.19 @$4.00 $0.25
($4.19)
6.25% -8.11% O -7.15% O $3.89 $0.20
( $3.89 )
-20.0%
Aug. 9, 2023 AC 3.1 $4.40 @$4.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2023 AC 2.9 $4.14 @$4.00
April 6, 2023 BO 3.3 $4.93 @$5.00
Nov. 8, 2022 AC 3.3 $5.17 @$5.00
Aug. 10, 2022 AC 3.4 $5.16 @$5.00
May 3, 2022 AC 3.9 $6.79 @$7.00
March 9, 2022 AC 3.7 $6.84 @$7.50
Nov. 3, 2021 AC 3.5 $3.24 @$2.50

 
 
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