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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valens Semiconductor Ltd. (VLN) - NYSE Next Earnings Date: Aug. 12, 2026 BO
EVR: 3.4
Avg Daily Volume: 1,513,273    Market Cap: 176.5M
Sector: None    Short Interest: 1.71
Live Interactive Chart
Days to Next Earnings: 13 Days
Implied Move Monthly: 41.89%       Expires on: Aug. 21, 2026

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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
Aug. 12, 2026 BO None $0.00 @$1.50 $0.62
($1.48)
41.89% -None% -None% $0.00 $0.00
( N/A )
None%
May 13, 2026 BO 3.2 $2.70 @$2.50 $1.15
($2.70)
46.0% 13.7% I 9.25% I $2.95 $1.10
( $2.95 )
-4.35%
Feb. 25, 2026 BO 3.4 $1.53 @$1.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 12, 2025 BO 3.4 $1.80 @$2.50
Aug. 6, 2025 BO 3.1 $2.38 @$2.50
May 7, 2025 BO 2.5 $2.77 @$2.50
Feb. 26, 2025 BO 2.7 $2.24 @$2.50
Nov. 6, 2024 BO 2.8 $1.81 @$2.50
Aug. 7, 2024 BO 2.6 $2.45 @$2.50
May 8, 2024 BO 3.0 $2.45 @$2.50

 
 
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