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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valley National Bancorp (VLY) - NASDAQ Next Earnings Date: April 25, 2024 BO
EVR: 1.7
Avg Daily Volume: 5,636,373    Market Cap: 3.92B
Sector: Financial    Short Interest: 10.89
Live Interactive Chart
Implied Move Monthly: 12.12%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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 25, 2024 BO None $0.00 @$8.00 $0.95
($7.84)
12.12% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 25, 2024 BO 1.6 $10.80 @$11.00 $0.78
($10.80)
7.09% -7.12% O -4.44% I $10.32 $0.90
( $10.32 )
15.38%
Oct. 26, 2023 BO 1.4 $7.75 @$8.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 28, 2022 BO 1.4 $11.23 @$11.00
April 28, 2022 BO 1.5 $12.22 @$12.00
Jan. 27, 2022 BO 1.3 $14.50 @$14.00
Oct. 28, 2021 BO 1.5 $13.42 @$13.00

 
 
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