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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valmont Industries (VMI) - NYSE Next Earnings Date: OS Estimate: June 24, 2026 BO
OS Projected Window: June 22, 2026 to June 27, 2026
EVR: 2.9
Avg Daily Volume: 230,727    Market Cap: 7.9B
Sector: Industrial Goods    Short Interest: 1.97
Live Interactive Chart
Days to Next Earnings: 81 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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 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 $40.60
($475.33)
8.46% -7.85% I -6.59% I $443.96 $43.02
( $443.96 )
5.96%
Oct. 21, 2025 BO 2.8 $408.97 @$410.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 26, 2023 AC 2.2 $281.77 @$280.00

 
 
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