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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vornado Realty Trust (VNO) - NYSE Next Earnings Date: Estimated on May 6, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 2.0
Avg Daily Volume: 1,994,448    Market Cap: 5.05B
Sector: Financial    Short Interest: 15.06
Live Interactive Chart
Days to Next Earnings: 39 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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
Feb. 12, 2024 AC 1.7 $26.74 @$27.00 $3.55
($26.74)
13.15% -9.61% I -7.59% I $24.71 $3.75
( $24.71 )
5.63%
Oct. 30, 2023 AC 1.5 $20.12 @$20.00 $2.17
($20.12)
10.85% -8.74% I -4.57% I $19.20 $1.88
( $19.20 )
-13.36%
July 31, 2023 AC 1.6 $22.48 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 1, 2023 AC 1.5 $14.68 @$15.00
Feb. 13, 2023 AC 1.6 $23.49 @$22.50
Oct. 31, 2022 AC 1.6 $23.59 @$22.50
Aug. 1, 2022 AC 1.6 $30.10 @$30.00
May 2, 2022 AC 1.6 $37.89 @$40.00
Feb. 14, 2022 AC 1.4 $40.74 @$40.00
Nov. 1, 2021 AC 1.5 $43.51 @$45.00

 
 
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