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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Varex Imaging Corporation (VREX) - NASDAQ Next Earnings Date: OS Estimate: May 7, 2025 AC
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 4.0
Avg Daily Volume: 531,952    Market Cap: 505.9M
Sector: None    Short Interest: 2.15
Live Interactive Chart
Days to Next Earnings: 12 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 31
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
Feb. 6, 2025 AC 3.5 $15.20 @$15.00 $1.48
($15.20)
9.87% -22.36% O -19.27% O $12.27 $2.85
( $12.27 )
92.57%
Nov. 19, 2024 AC 3.7 $14.56 @$15.00 $1.43
($14.56)
9.53% 9.2% I 5.9% I $15.42 $1.25
( $15.42 )
-12.59%
May 7, 2024 AC 4.2 $15.85 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 15, 2022 AC 5.1 $22.06 @$22.50
Aug. 2, 2022 AC 5.5 $22.70 @$22.50

 
 
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