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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valero Energy Corporation (VLO) - NYSE Next Earnings Date: Oct. 22, 2026 BO
EVR: 1.6
Avg Daily Volume: 2,841,210    Market Cap: 112.4B
Sector: Energy    Short Interest: 3.44
Live Interactive Chart
Days to Next Earnings: 41 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 75
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
July 30, 2026 BO 1.6 $301.32 @$302.50 $29.30
($301.32)
9.69% 4.12% I 3.44% I $311.71 $28.90
( $311.71 )
-1.37%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 23, 2025 BO 1.4 $161.87 @$162.50
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

 
 
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