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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, 2027 BO
OS Projected Window: Jan. 25, 2027 to Jan. 30, 2027
EVR: 1.6
Avg Daily Volume: 3,274,164    Market Cap: 120.7B
Sector: Energy    Short Interest: 3.13
Live Interactive Chart
Days to Next Earnings: 91 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 76
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. 22, 2026 BO 1.6 $436.75 @$437.50 $56.00
($436.75)
12.8% -4.65% I -2.39% I $426.28 $52.80
( $426.28 )
-5.71%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 29, 2026 BO 1.5 $184.02 @$185.00
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

 
 
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