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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valero Energy Corporation (VLO) - NYSE Next Earnings Date: April 25, 2024 BO
EVR: 1.3
Avg Daily Volume: 3,297,635    Market Cap: 60.42B
Sector: Basic Materials    Short Interest: 4.01
Live Interactive Chart
Days to Next Earnings: 1 Days
Implied Move Weekly: 3.43%       Expires on: April 26, 2024
Implied Move Monthly: 7.10%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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
April 25, 2024 BO None $0.00 @$167.50 $11.90
($167.52)
7.1% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 25, 2024 BO 1.3 $130.15 @$130.00 $7.95
($130.15)
6.12% 4.42% I 3.31% I $134.46 $8.04
( $134.46 )
1.13%
Oct. 26, 2023 BO 1.3 $126.86 @$127.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2023 BO 1.5 $126.18 @$126.00
April 27, 2023 BO 1.6 $116.64 @$117.00
Jan. 26, 2023 BO 1.6 $143.35 @$143.00
Oct. 25, 2022 BO 1.6 $129.22 @$129.00
July 28, 2022 BO 1.8 $111.50 @$111.00
April 26, 2022 BO 1.7 $100.88 @$101.00
Jan. 27, 2022 BO 1.7 $81.30 @$81.00

 
 
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