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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
VALE S.A. (VALE) - NYSE Next Earnings Date: OS Estimate: Feb. 19, 2026 AC
OS Projected Window: Feb. 16, 2026 to Feb. 21, 2026
EVR: 1.2
Avg Daily Volume: 31,536,106    Market Cap: 55.1B
Sector: Basic Materials    Short Interest: 1.7
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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
Oct. 30, 2025 AC 1.3 $11.89 @$12.00 $0.62
($11.89)
5.17% 2.77% I 1.68% I $12.09 $0.57
( $12.09 )
-8.06%
July 31, 2025 AC 1.2 $9.53 @$9.50 $0.59
($9.53)
6.21% 4.19% I 1.88% I $9.71 $0.59
( $9.71 )
0.0%
April 24, 2025 AC 1.3 $9.75 @$9.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 27, 2023 AC 1.2 $14.79 @$15.00
April 26, 2023 AC 1.3 $13.89 @$14.00

 
 
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