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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
VALE S.A. (VALE) - NYSE Next Earnings Date: OS Estimate: July 24, 2024 AC
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 1.4
Avg Daily Volume: 29,114,058    Market Cap: 52.41B
Sector: Basic Materials    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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 24, 2024 AC None $12.37 @$12.50 $0.79
($12.37)
6.32% -3.23% I -2.5% I $12.06 $0.79
( $12.06 )
0.0%
Oct. 26, 2023 AC 1.4 $13.03 @$13.00 $0.94
($13.03)
7.23% 5.06% I 3.53% I $13.49 $0.98
( $13.49 )
4.26%
July 27, 2023 AC 1.4 $14.79 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 26, 2023 AC 1.4 $13.89 @$14.00
Jan. 31, 2023 AC 1.4 $18.68 @$18.50
Oct. 27, 2022 AC 1.3 $13.37 @$13.50
July 28, 2022 AC 1.3 $13.66 @$13.50
April 27, 2022 AC 1.2 $16.40 @$16.50
Feb. 24, 2022 AC 1.1 $17.07 @$17.00
Oct. 28, 2021 AC 1.1 $13.20 @$13.00

 
 
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