Optionslam.com

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

 
Varex Imaging Corporation (VREX) - NASDAQ Next Earnings Date: Estimated on Feb. 5, 2026
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 5.4
Avg Daily Volume: 333,304    Market Cap: 496.8M
Sector: None    Short Interest: 2.1
Live Interactive Chart
Days to Next Earnings: 49 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 34
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. 18, 2025 AC 5.1 $11.86 @$12.50 $1.77
($11.86)
14.16% -17.28% O -13.65% I $10.24 $2.35
( $10.24 )
32.77%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 6, 2025 AC 3.5 $15.20 @$15.00
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

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