Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
VAALCO Energy (EGY) - NYSE Next Earnings Date: OS Estimate: Jan. 13, 2027 AC
OS Projected Window: Jan. 11, 2027 to Jan. 16, 2027
EVR: 3.4
Avg Daily Volume: 1,328,585    Market Cap: 677.4M
Sector: Energy    Short Interest: 7.32
Live Interactive Chart
Days to Next Earnings: 64 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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. 5, 2026 AC 3.3 $5.38 @$5.00 $0.62
($5.38)
12.4% -8.73% I 0.0% $5.38 $0.68
( $5.38 )
9.68%
Aug. 6, 2026 AC 3.1 $5.16 @$5.00 $0.52
($5.16)
10.4% 12.59% O 7.55% I $5.55 $0.62
( $5.55 )
19.23%
May 7, 2026 AC 3.5 $5.97 @$6.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 12, 2026 AC 3.4 $5.64 @$6.00
Nov. 10, 2025 AC 3.5 $3.96 @$4.00
Aug. 7, 2025 AC 3.4 $3.56 @$4.00
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US