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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vornado Realty Trust (VNO) - NYSE Next Earnings Date: OS Estimate: Nov. 2, 2026 AC
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 2.3
Avg Daily Volume: 1,502,718    Market Cap: 6.6B
Sector: Real Estate    Short Interest: 5.96
Live Interactive Chart
Days to Next Earnings: 52 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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. 3, 2026 AC 2.4 $39.93 @$40.00 $3.12
($39.93)
7.8% 4.18% I 2.45% I $40.91 $3.33
( $40.91 )
6.73%
May 4, 2026 AC 2.6 $29.67 @$30.00 $2.12
($29.67)
7.07% -2.69% I 1.98% I $30.26 $1.65
( $30.26 )
-22.17%
Feb. 9, 2026 AC 2.6 $30.99 @$31.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 3, 2025 AC 2.7 $37.72 @$38.00
Aug. 4, 2025 AC 2.6 $38.65 @$39.00
May 5, 2025 AC 2.7 $37.00 @$37.00
Feb. 10, 2025 AC 2.7 $42.37 @$42.00
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

 
 
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