Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vornado Realty Trust (VNO) - NYSE Next Earnings Date: OS Estimate: Feb. 9, 2026 AC
OS Projected Window: Feb. 9, 2026 to Feb. 14, 2026
EVR: 2.6
Avg Daily Volume: 1,570,490    Market Cap: 7.1B
Sector: Financial    Short Interest: 3.73
Live Interactive Chart
Days to Next Earnings: 53 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
Nov. 3, 2025 AC 2.7 $37.72 @$38.00 $3.85
($37.72)
10.13% -6.49% I -4.93% I $35.86 $3.25
( $35.86 )
-15.58%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US