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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valero Energy Corporation (VLO) - NYSE Next Earnings Date: April 30, 2026 BO
EVR: 1.6
Avg Daily Volume: 3,070,894    Market Cap: 53.6B
Sector: Basic Materials    Short Interest: 3.91
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 73
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
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 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 26, 2023 BO 1.3 $126.86 @$127.00

 
 
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