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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valaris Limited (VAL) - NYSE Next Earnings Date: Estimated on May 2, 2024
OS Projected Window: May 13, 2024 to May 18, 2024
EVR: 2.0
Avg Daily Volume: 809,192    Market Cap: 5.34B
Sector: Basic Materials    Short Interest: 6.63
Live Interactive Chart
Days to Next Earnings: 13 Days
Implied Move Monthly: 9.57%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 32
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 2, 2024 BO None $0.00 @$65.00 $6.42
($67.06)
9.57% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 22, 2024 BO 2.3 $66.10 @$65.00 $5.72
($66.10)
8.8% 8.59% I 3.6% I $68.48 $5.93
( $68.48 )
3.67%
Oct. 24, 2023 BO 2.5 $68.11 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 25, 2023 BO 2.9 $75.60 @$75.00
April 25, 2023 BO 3.1 $63.02 @$65.00
Jan. 26, 2023 BO 3.1 $75.21 @$75.00
Oct. 25, 2022 BO 3.2 $60.34 @$60.00
July 27, 2022 BO 3.6 $44.10 @$45.00
April 26, 2022 BO 4.0 $49.33 @$50.00
Feb. 22, 2022 BO 4.0 $40.24 @$40.00

 
 
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