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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vulcan Materials Company (Holding Company) (VMC) - NYSE Next Earnings Date: OS Estimate: May 6, 2026 BO
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 2.2
Avg Daily Volume: 1,175,760    Market Cap: 38.0B
Sector: Industrial Goods    Short Interest: 2.9
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 75
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
Feb. 17, 2026 BO 2.1 $327.65 @$330.00 $23.10
($327.65)
7.0% -10.05% O -7.76% O $302.22 $30.12
( $302.22 )
30.39%
Oct. 30, 2025 BO 2.1 $294.97 @$290.00 $19.95
($294.97)
6.88% -5.43% I -1.68% I $290.00 $14.40
( $290.00 )
-27.82%
July 31, 2025 BO 2.2 $272.77 @$270.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 30, 2025 BO 2.2 $245.35 @$250.00
Feb. 18, 2025 BO 2.2 $270.46 @$270.00
Oct. 30, 2024 BO 2.0 $259.55 @$260.00
Aug. 6, 2024 BO 2.1 $257.43 @$260.00
May 2, 2024 BO 2.1 $259.73 @$260.00
Feb. 16, 2024 BO 1.9 $242.46 @$240.00
Oct. 26, 2023 BO 1.8 $203.37 @$200.00

 
 
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