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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
VAALCO Energy (EGY) - NYSE Next Earnings Date: OS Estimate: Aug. 4, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 3.1
Avg Daily Volume: 1,631,536    Market Cap: 703.1M
Sector: Basic Materials    Short Interest: 5.07
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
May 7, 2026 AC 3.5 $5.97 @$6.00 $0.53
($5.97)
8.83% -7.7% I -6.19% I $5.60 $0.53
( $5.60 )
0.0%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 7, 2024 AC 3.9 $6.31 @$6.00
March 13, 2024 AC 3.2 $4.46 @$4.00

 
 
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