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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valaris Limited (VAL) - NYSE Next Earnings Date: OS Estimate: Oct. 29, 2025 BO
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 2.5
Avg Daily Volume: 1,331,923    Market Cap: 3.5B
Sector: Basic Materials    Short Interest: 13.41
Live Interactive Chart
Days to Next Earnings: 44 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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
July 31, 2025 BO 2.5 $48.69 @$47.50 $4.40
($48.69)
9.26% 3.77% I -0.12% I $48.63 $3.77
( $48.63 )
-14.32%
April 30, 2025 AC 2.2 $32.31 @$32.50 $3.95
($32.31)
12.15% 11.04% I 10.02% I $35.55 $4.47
( $35.55 )
13.16%
Feb. 19, 2025 AC 2.1 $42.82 @$42.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 22, 2024 BO 2.4 $66.10 @$65.00
Nov. 6, 2023 AC 2.8 $66.96 @$65.00
Aug. 1, 2023 AC 2.8 $75.92 @$75.00
May 1, 2023 AC 3.0 $59.51 @$60.00

 
 
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