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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valero Energy Corporation (VLO) - NYSE Next Earnings Date: OS Estimate: Jan. 28, 2026 BO
OS Projected Window: Jan. 26, 2026 to Jan. 31, 2026
EVR: 1.5
Avg Daily Volume: 2,551,620    Market Cap: 53.6B
Sector: Basic Materials    Short Interest: 3.91
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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
Oct. 23, 2025 BO 1.4 $161.87 @$162.50 $13.38
($161.87)
8.23% 7.58% I 6.95% I $173.13 $16.08
( $173.13 )
20.18%
July 24, 2025 BO 1.3 $147.54 @$148.00 $9.43
($147.54)
6.37% -5.37% I -4.88% I $140.34 $10.80
( $140.34 )
14.53%
April 24, 2025 BO 1.4 $114.50 @$114.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 26, 2023 BO 1.3 $126.86 @$127.00
July 27, 2023 BO 1.5 $126.18 @$126.00

 
 
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