Optionslam.com

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

 
Valens Semiconductor Ltd. (VLN) - NYSE Next Earnings Date: Estimated on May 26, 2024
EVR: 3.0
Avg Daily Volume: 390,346    Market Cap: 253.56M
Sector: None    Short Interest: 0.26
Live Interactive Chart
Days to Next Earnings: 8 Days
Implied Move Monthly: 6.69%       Expires on: June 21, 2024

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 6
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 26, 2024 AC None $0.00 @$2.50 $0.17
($2.54)
6.69% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 28, 2024 BO 3.2 $2.36 @$2.50 $0.25
($2.36)
10.0% -5.93% I 0.42% I $2.37 $0.20
( $2.37 )
-20.0%
Nov. 8, 2023 BO 2.4 $2.15 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 9, 2023 BO 3.2 $2.47 @$2.50
May 10, 2023 BO 0.3 $2.50 @$2.50
March 1, 2023 BO 0.0 $4.61 @$5.00

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