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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valaris Limited (VAL) - NYSE Next Earnings Date: Nov. 2, 2026 AC
EVR: 2.3
Avg Daily Volume: 957,301    Market Cap: 6.8B
Sector: Energy    Short Interest: 8.18
Live Interactive Chart
Days to Next Earnings: 4 Days
Implied Move Monthly: 10.77%       Expires on: Nov. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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. 2, 2026 AC None $0.00 @$100.00 $10.95
($101.63)
10.77% -None% -None% $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 19, 2026 BO 2.3 $91.00 @$90.00
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

 
 
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