Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
VALE S.A. (VALE) - NYSE Next Earnings Date: Estimated on July 30, 2026
OS Projected Window: Sept. 14, 2026 to Sept. 19, 2026
EVR: 1.3
Avg Daily Volume: 21,433,248    Market Cap: 67.1B
Sector: Basic Materials    Short Interest: 1.29
Live Interactive Chart
Implied Move Weekly: 3.14%       Expires on: July 31, 2026
Implied Move Monthly: 7.51%       Expires on: Aug. 21, 2026

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
July 30, 2026 AC None $0.00 @$14.50 $1.10
($14.65)
7.51% -None% -None% $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 30, 2025 AC 1.3 $11.89 @$12.00
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US