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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valero Energy Corporation (VLO) - NYSE Next Earnings Date: OS Estimate: July 31, 2025 BO
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 1.4
Avg Daily Volume: 3,938,658    Market Cap: 42.1B
Sector: Basic Materials    Short Interest: 4.59
Live Interactive Chart
Days to Next Earnings: 97 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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 24, 2025 BO None $114.50 @$114.00 $9.53
($114.50)
8.36% -3.93% I -0.99% I $113.36 $8.62
( $113.36 )
-9.55%
Jan. 30, 2025 BO 1.4 $139.48 @$139.00 $9.57
($139.48)
6.88% -3.92% I -2.91% I $135.42 $9.78
( $135.42 )
2.19%
Oct. 24, 2024 BO 1.4 $132.89 @$133.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 27, 2023 BO 1.6 $116.64 @$117.00
Jan. 26, 2023 BO 1.6 $143.35 @$143.00

 
 
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