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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valaris Limited (VAL) - NYSE Next Earnings Date: May 4, 2026 AC
EVR: 2.2
Avg Daily Volume: 989,834    Market Cap: 6.3B
Sector: Basic Materials    Short Interest: 10.94
Live Interactive Chart
Days to Next Earnings: 3 Days
Implied Move Monthly: 9.59%       Expires on: May 15, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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 4, 2026 AC None $0.00 @$100.00 $9.80
($102.23)
9.59% -None% -None% $0.00 $0.00
( N/A )
None%
Feb. 19, 2026 BO 2.3 $91.00 @$90.00 $13.00
($91.00)
14.44% 3.2% I 1.63% I $92.49 $13.10
( $92.49 )
0.77%
Oct. 30, 2025 BO 2.5 $56.46 @$57.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 22, 2024 BO 2.4 $66.10 @$65.00

 
 
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