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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valley National Bancorp (VLY) - NASDAQ Next Earnings Date: OS Estimate: Sept. 10, 2026 BO
OS Projected Window: Sept. 7, 2026 to Sept. 12, 2026
EVR: 1.8
Avg Daily Volume: 7,220,159    Market Cap: 7.9B
Sector: Financial    Short Interest: 7.79
Live Interactive Chart
Days to Next Earnings: 91 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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 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 $1.10
($13.25)
8.46% 6.56% I 3.92% I $13.77 $1.20
( $13.77 )
9.09%
Jan. 29, 2026 BO 1.9 $12.27 @$12.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 25, 2024 BO 1.7 $7.84 @$8.00

 
 
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