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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valmont Industries (VMI) - NYSE Next Earnings Date: OS Estimate: July 30, 2025 BO
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 2.8
Avg Daily Volume: 205,862    Market Cap: 6.7B
Sector: Industrial Goods    Short Interest: 28.0
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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 22, 2025 BO 2.9 $331.90 @$330.00 $25.25
($331.90)
7.65% 6.78% I 6.52% I $353.56 $29.03
( $353.56 )
14.97%
April 22, 2025 BO 2.9 $269.53 @$270.00 $31.80
($269.53)
11.78% 5.43% I 3.24% I $278.28 $24.05
( $278.28 )
-24.37%
Feb. 18, 2025 BO 2.4 $320.79 @$320.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 26, 2023 AC 2.2 $281.77 @$280.00
April 20, 2023 AC 2.4 $301.73 @$300.00
Feb. 22, 2023 AC 2.4 $318.78 @$320.00
July 20, 2022 AC 2.4 $237.42 @$240.00

 
 
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