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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valley National Bancorp (VLY) - NASDAQ Next Earnings Date: OS Estimate: Jan. 28, 2027 BO
OS Projected Window: Jan. 25, 2027 to Jan. 30, 2027
EVR: 1.9
Avg Daily Volume: 7,625,056    Market Cap: 7.8B
Sector: Financial Services    Short Interest: 10.72
Live Interactive Chart
Days to Next Earnings: 91 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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 1.8 $13.02 @$13.00 $0.98
($13.02)
7.54% 6.37% I 6.06% I $13.81 $0.93
( $13.81 )
-5.1%
July 23, 2026 BO 1.9 $14.52 @$15.00 $1.12
($14.52)
7.47% -3.51% I -0.48% I $14.45 $1.05
( $14.45 )
-6.25%
April 23, 2026 BO 1.9 $13.25 @$13.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 29, 2026 BO 1.9 $12.27 @$12.00
Oct. 23, 2025 BO 1.9 $10.13 @$10.00
July 24, 2025 BO 2.0 $9.70 @$10.00
April 24, 2025 BO 2.1 $8.63 @$9.00
Jan. 23, 2025 BO 2.1 $9.80 @$10.00
Oct. 24, 2024 BO 1.9 $9.12 @$9.00
July 25, 2024 BO 1.9 $7.83 @$8.00

 
 
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