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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valmont Industries (VMI) - NYSE Next Earnings Date: Estimated on July 21, 2026
EVR: 2.9
Avg Daily Volume: 244,262    Market Cap: 10.6B
Sector: Industrial Goods    Short Interest: 2.46
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Monthly: 10.32%       Expires on: Aug. 21, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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 21, 2026 BO None $0.00 @$540.00 $56.10
($543.47)
10.32% -None% -None% $0.00 $0.00
( N/A )
None%
April 21, 2026 BO 2.8 $409.88 @$410.00 $35.25
($409.88)
8.6% 15.15% O 11.92% O $458.77 $56.75
( $458.77 )
60.99%
Feb. 17, 2026 BO 2.8 $475.33 @$480.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 21, 2025 BO 2.8 $408.97 @$410.00
July 22, 2025 BO 2.9 $331.90 @$330.00
April 22, 2025 BO 2.9 $269.53 @$270.00
Feb. 18, 2025 BO 2.4 $320.79 @$320.00
April 18, 2024 AC 2.5 $209.72 @$210.00
Feb. 21, 2024 AC 2.5 $227.00 @$230.00
Oct. 25, 2023 AC 2.3 $231.31 @$230.00

 
 
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