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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Varex Imaging Corporation (VREX) - NASDAQ Next Earnings Date: OS Estimate: Nov. 11, 2025 AC
OS Projected Window: Nov. 10, 2025 to Nov. 15, 2025
EVR: 5.1
Avg Daily Volume: 477,890    Market Cap: 479.3M
Sector: None    Short Interest: 3.11
Live Interactive Chart
Days to Next Earnings: 77 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 33
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. 7, 2025 AC 4.4 $7.81 @$7.50 $1.57
($7.81)
20.93% 27.27% O 21.38% O $9.48 $2.10
( $9.48 )
33.76%
May 8, 2025 AC 4.0 $8.65 @$7.50 $1.30
($8.65)
17.33% -21.84% O -20.46% O $6.88 $1.98
( $6.88 )
52.31%
Feb. 6, 2025 AC 3.5 $15.20 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 19, 2024 AC 3.7 $14.56 @$15.00
May 7, 2024 AC 4.2 $15.85 @$15.00
Feb. 6, 2024 AC 4.3 $19.44 @$20.00
Nov. 14, 2023 AC 4.3 $19.41 @$20.00
Aug. 1, 2023 AC 4.8 $23.01 @$22.50
May 2, 2023 AC 4.9 $17.27 @$17.50
Jan. 31, 2023 AC 4.8 $21.49 @$22.50

 
 
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