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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vertex (VERX) - NASDAQ Next Earnings Date: OS Estimate: Aug. 6, 2025 AC
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 4.8
Avg Daily Volume: 1,109,932    Market Cap: 8.9B
Sector: None    Short Interest: 3.81
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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 5, 2025 AC 5.6 $38.99 @$40.00 $4.47
($38.99)
11.18% -3.56% I -0.74% I $38.70 $4.17
( $38.70 )
-6.71%
Feb. 27, 2025 BO 5.3 $42.63 @$45.00 $5.93
($42.63)
13.18% -20.8% O -18.97% O $34.54 $10.55
( $34.54 )
77.91%
Nov. 6, 2024 BO 5.2 $43.71 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2024 AC 5.3 $38.09 @$40.00
May 8, 2024 BO 5.7 $30.15 @$30.00
Feb. 29, 2024 BO 4.7 $25.40 @$25.00
Nov. 9, 2023 BO 4.1 $22.40 @$22.50
Aug. 9, 2023 BO 3.8 $17.77 @$17.50
May 10, 2023 BO 3.7 $20.98 @$20.00
March 8, 2023 BO 2.5 $15.01 @$15.00

 
 
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