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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Varex Imaging Corporation (VREX) - NASDAQ Next Earnings Date: OS Estimate: Nov. 17, 2026 BO
OS Projected Window: Nov. 16, 2026 to Nov. 21, 2026
EVR: 7.1
Avg Daily Volume: 848,876    Market Cap: 777.2M
Sector: Healthcare    Short Interest: 2.98
Live Interactive Chart
Days to Next Earnings: 67 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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. 10, 2026 BO 5.9 $12.41 @$12.50 $1.75
($12.41)
14.0% 48.99% O 48.75% O $18.46 $17.10
( $18.46 )
877.14%
May 7, 2026 AC 5.7 $11.83 @$12.50 $1.68
($11.83)
13.44% -23.16% O -16.9% O $9.83 $3.05
( $9.83 )
81.55%
Feb. 10, 2026 AC 5.4 $14.15 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 18, 2025 AC 5.1 $11.86 @$12.50
Aug. 7, 2025 AC 4.4 $7.81 @$7.50
May 8, 2025 AC 4.0 $8.65 @$7.50
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

 
 
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