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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 May 2, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 2.1
Avg Daily Volume: 718,207    Market Cap: 35.73B
Sector: Industrial Goods    Short Interest: 1.67
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Monthly: 6.33%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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
May 2, 2024 BO None $0.00 @$250.00 $16.10
($254.48)
6.33% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 16, 2024 BO 1.9 $242.46 @$240.00 $14.10
($242.46)
5.88% 7.56% O 5.23% I $255.15 $19.12
( $255.15 )
35.6%
Oct. 26, 2023 BO 1.8 $203.37 @$200.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 BO 1.9 $223.08 @$220.00
May 4, 2023 BO 1.6 $178.62 @$180.00
Feb. 16, 2023 BO 1.5 $195.45 @$195.00
Nov. 2, 2022 BO 1.6 $164.79 @$165.00
Aug. 4, 2022 BO 1.6 $166.25 @$165.00
May 4, 2022 BO 1.6 $176.93 @$175.00
Feb. 16, 2022 BO 1.8 $189.11 @$190.00

 
 
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