Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vulcan Materials Company (Holding Company) (VMC) - NYSE Next Earnings Date: OS Estimate: Aug. 6, 2026 BO
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 2.1
Avg Daily Volume: 962,090    Market Cap: 38.1B
Sector: Industrial Goods    Short Interest: 3.9
Live Interactive Chart
Days to Next Earnings: 66 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 76
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
April 29, 2026 BO 2.2 $291.46 @$290.00 $19.40
($291.46)
6.69% 5.09% I 1.58% I $296.08 $16.45
( $296.08 )
-15.21%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2025 BO 2.2 $272.77 @$270.00
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US