Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valley National Bancorp (VLY) - NASDAQ Next Earnings Date: OS Estimate: Sept. 11, 2025 BO
OS Projected Window: Sept. 8, 2025 to Sept. 13, 2025
EVR: 1.9
Avg Daily Volume: 9,532,531    Market Cap: 5.3B
Sector: Financial    Short Interest: 0.0
Live Interactive Chart
Days to Next Earnings: 84 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
July 24, 2025 BO 2.0 $9.70 @$10.00 $0.62
($9.70)
6.2% -2.98% I -1.75% I $9.53 $0.53
( $9.53 )
-14.52%
April 24, 2025 BO 2.1 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 24, 2024 BO 1.9 $9.12 @$9.00
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US