Optionslam.com

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

 
Vimeo (VMEO) - NASDAQ Next Earnings Date: Estimated on Nov. 3, 2025
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 7.4
Avg Daily Volume: 3,025,196    Market Cap: 696.0M
Sector: None    Short Interest: 2.72
Live Interactive Chart
Days to Next Earnings: 49 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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
Aug. 4, 2025 AC 7.1 $3.82 @$5.00 $1.30
($3.82)
26.0% 17.8% I 8.11% I $4.13 $0.88
( $4.13 )
-32.31%
May 5, 2025 AC 7.2 $5.15 @$5.00 $0.60
($5.15)
12.0% -10.09% I -9.9% I $4.64 $0.50
( $4.64 )
-16.67%
Feb. 19, 2025 AC 7.5 $6.78 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 4, 2024 AC 6.5 $4.81 @$5.00
Aug. 5, 2024 AC 6.2 $3.55 @$3.50
May 6, 2024 AC 6.5 $3.80 @$4.00
Feb. 21, 2024 AC 7.2 $3.68 @$2.50
Nov. 6, 2023 AC 6.8 $3.35 @$2.50
Aug. 1, 2023 AC 6.9 $4.09 @$5.00
May 3, 2023 AC 7.3 $3.24 @$2.50

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