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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vulcan Materials Company (Holding Company) (VMC) - NYSE Next Earnings Date: Estimated on Oct. 30, 2025
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 2.1
Avg Daily Volume: 940,305    Market Cap: 38.5B
Sector: Industrial Goods    Short Interest: 2.79
Live Interactive Chart
Days to Next Earnings: 45 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 73
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 31, 2025 BO 2.2 $272.77 @$270.00 $14.85
($272.77)
5.5% -3.51% I 0.69% I $274.67 $11.38
( $274.67 )
-23.37%
April 30, 2025 BO 2.2 $245.35 @$250.00 $16.10
($245.35)
6.44% 7.58% O 6.92% O $262.33 $16.60
( $262.33 )
3.11%
Feb. 18, 2025 BO 2.2 $270.46 @$270.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 3, 2023 BO 1.9 $223.08 @$220.00
May 4, 2023 BO 1.6 $178.62 @$180.00

 
 
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