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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Controladora Vuela Compania de Aviacion (VLRS) - NYSE Next Earnings Date: OS Estimate: Feb. 24, 2026 AC
OS Projected Window: Feb. 23, 2026 to Feb. 28, 2026
EVR: 3.4
Avg Daily Volume: 580,207    Market Cap: 798.7M
Sector: Services    Short Interest: 3.2
Live Interactive Chart
Days to Next Earnings: 112 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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. 27, 2025 AC 3.6 $7.05 @$7.50 $1.23
($7.05)
16.4% 5.95% I -2.12% I $6.90 $0.80
( $6.90 )
-34.96%
July 21, 2025 AC 3.3 $4.41 @$5.00 $0.83
($4.41)
16.6% 15.87% I 15.64% I $5.10 $0.62
( $5.10 )
-25.3%
April 28, 2025 BO 2.9 $4.68 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 24, 2025 BO 2.7 $7.77 @$7.50
Oct. 22, 2024 AC 2.9 $7.17 @$7.50
July 22, 2024 AC 3.0 $6.27 @$7.50
Feb. 26, 2024 AC 2.8 $7.31 @$7.50
Oct. 24, 2023 AC 2.8 $5.97 @$5.00
July 24, 2023 AC 2.6 $13.68 @$12.50
April 24, 2023 AC 2.4 $11.75 @$12.50

 
 
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