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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valaris Limited (VAL) - NYSE Next Earnings Date: Aug. 5, 2026 AC
EVR: 2.4
Avg Daily Volume: 958,143    Market Cap: 5.5B
Sector: Basic Materials    Short Interest: 9.41
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Monthly: 10.72%       Expires on: Aug. 21, 2026

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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 None $0.00 @$75.00 $7.95
($74.18)
10.72% -None% -None% $0.00 $0.00
( N/A )
None%
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

 
 
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