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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vornado Realty Trust (VNO) - NYSE Next Earnings Date: Estimated on Nov. 3, 2025
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 2.7
Avg Daily Volume: 1,826,128    Market Cap: 7.3B
Sector: Financial    Short Interest: 5.41
Live Interactive Chart
Days to Next Earnings: 49 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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 2.6 $38.65 @$39.00 $2.58
($38.65)
6.62% -8.87% O -4.06% I $37.08 $2.52
( $37.08 )
-2.33%
May 5, 2025 AC 2.7 $37.00 @$37.00 $3.40
($37.00)
9.19% 4.27% I 3.67% I $38.36 $2.65
( $38.36 )
-22.06%
Feb. 10, 2025 AC 2.7 $42.37 @$42.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 4, 2024 AC 2.7 $41.92 @$42.00
Aug. 5, 2024 AC 2.2 $27.27 @$27.00
May 6, 2024 AC 2.0 $26.63 @$27.00
Feb. 12, 2024 AC 1.7 $26.74 @$27.00
Oct. 30, 2023 AC 1.5 $20.12 @$20.00
July 31, 2023 AC 1.6 $22.48 @$22.50
May 1, 2023 AC 1.5 $14.68 @$15.00

 
 
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