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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valero Energy Corporation (VLO) - NYSE Next Earnings Date: OS Estimate: July 30, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 1.6
Avg Daily Volume: 3,899,480    Market Cap: 70.5B
Sector: Basic Materials    Short Interest: 2.96
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 74
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 30, 2026 BO 1.6 $251.30 @$250.00 $21.65
($251.30)
8.66% -3.29% I 0.5% I $252.58 $19.20
( $252.58 )
-11.32%
Jan. 29, 2026 BO 1.5 $184.02 @$185.00 $13.85
($184.02)
7.49% 5.69% I -0.83% I $182.49 $13.20
( $182.49 )
-4.69%
Oct. 23, 2025 BO 1.4 $161.87 @$162.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 24, 2025 BO 1.3 $147.54 @$148.00
April 24, 2025 BO 1.4 $114.50 @$114.00
Jan. 30, 2025 BO 1.4 $139.48 @$139.00
Oct. 24, 2024 BO 1.4 $132.89 @$133.00
July 25, 2024 BO 1.3 $148.82 @$150.00
April 25, 2024 BO 1.3 $167.00 @$167.50
Jan. 25, 2024 BO 1.3 $130.15 @$130.00

 
 
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