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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valley National Bancorp (VLY) - NASDAQ Next Earnings Date: OS Estimate: July 24, 2025 BO
OS Projected Window: July 21, 2025 to July 26, 2025
EVR: 2.1
Avg Daily Volume: 10,454,236    Market Cap: 5.3B
Sector: Financial    Short Interest: 5.78
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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 $8.63 @$9.00 $0.80
($8.63)
8.89% -3.36% I 1.15% I $8.73 $0.62
( $8.73 )
-22.5%
Jan. 23, 2025 BO 2.1 $9.80 @$10.00 $0.80
($9.80)
8.0% 4.38% I -0.2% I $9.78 $0.70
( $9.78 )
-12.5%
Oct. 24, 2024 BO 1.9 $9.12 @$9.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 25, 2024 BO 1.9 $7.83 @$8.00
April 25, 2024 BO 1.7 $7.84 @$8.00
Jan. 25, 2024 BO 1.6 $10.80 @$11.00
Oct. 26, 2023 BO 1.4 $7.75 @$8.00
July 27, 2023 BO 1.5 $10.30 @$10.00
April 27, 2023 BO 1.4 $8.58 @$9.00
Jan. 26, 2023 BO 1.4 $11.10 @$11.00

 
 
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