Optionslam.com

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

 
Valaris Limited (VAL) - NYSE Next Earnings Date: OS Estimate: Oct. 28, 2026 AC
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 2.3
Avg Daily Volume: 1,056,892    Market Cap: 5.8B
Sector: Energy    Short Interest: 9.32
Live Interactive Chart
Days to Next Earnings: 47 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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
Aug. 5, 2026 AC 2.4 $76.97 @$77.50 $7.60
($76.97)
9.81% 6.53% I 0.31% I $77.21 $6.65
( $77.21 )
-12.5%
May 4, 2026 AC 2.2 $102.52 @$105.00 $9.43
($102.52)
8.98% -10.1% O -9.47% O $92.81 $12.88
( $92.81 )
36.59%
Feb. 19, 2026 BO 2.3 $91.00 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 30, 2025 BO 2.5 $56.46 @$57.50
July 31, 2025 BO 2.5 $48.69 @$47.50
April 30, 2025 AC 2.2 $32.31 @$32.50
Feb. 19, 2025 AC 2.1 $42.82 @$42.50
Oct. 30, 2024 AC 2.1 $48.79 @$50.00
July 31, 2024 AC None $0.00 @$80.00
May 1, 2024 AC None $0.00 @$65.00

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