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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valley National Bancorp (VLY) - NASDAQ Next Earnings Date: Estimated on Jan. 22, 2026
OS Projected Window: Jan. 26, 2026 to Jan. 31, 2026
EVR: 1.9
Avg Daily Volume: 10,434,359    Market Cap: 6.2B
Sector: Financial    Short Interest: 3.77
Live Interactive Chart
Days to Next Earnings: 51 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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. 23, 2025 BO 1.9 $10.13 @$10.00 $0.90
($10.13)
9.0% 6.51% I 4.24% I $10.56 $1.05
( $10.56 )
16.67%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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