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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
VALE S.A. (VALE) - NYSE Next Earnings Date: OS Estimate: July 29, 2026 AC
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 1.3
Avg Daily Volume: 25,733,534    Market Cap: 77.9B
Sector: Basic Materials    Short Interest: 1.58
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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
April 28, 2026 AC 1.2 $16.91 @$17.00 $1.11
($16.91)
6.53% -6.62% O -6.26% I $15.85 $1.42
( $15.85 )
27.93%
Feb. 12, 2026 AC 1.2 $17.04 @$17.00 $0.82
($17.04)
4.82% -3.99% I -2.28% I $16.65 $0.73
( $16.65 )
-10.98%
Oct. 30, 2025 AC 1.3 $11.89 @$12.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2025 AC 1.2 $9.53 @$9.50
April 24, 2025 AC 1.3 $9.75 @$9.50
Feb. 19, 2025 AC 1.2 $9.74 @$10.00
July 25, 2024 AC 1.3 $10.70 @$10.50
April 24, 2024 AC 1.2 $12.37 @$12.50
Feb. 22, 2024 AC 1.3 $13.51 @$13.50
Oct. 26, 2023 AC 1.3 $13.03 @$13.00

 
 
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