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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Virtus Investment Partners (VRTS) - NYSE Next Earnings Date: OS Estimate: Jan. 23, 2026 BO
OS Projected Window: Jan. 19, 2026 to Jan. 24, 2026
EVR: 2.7
Avg Daily Volume: 70,245    Market Cap: 1.1B
Sector: Financial    Short Interest: 1.83
Live Interactive Chart
Days to Next Earnings: 59 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 2
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
Jan. 29, 2015 BO 2.0 $139.19 @$145.00 $27.90
($140.08)
19.91% 3.72% I 2.37% I $142.50 $24.35
( $143.02 )
-12.72%
Oct. 28, 2014 BO 1.6 $165.59 @$165.00 $11.70
($165.00)
7.09% 11.47% O 2.68% I $170.03 $11.90
( $170.03 )
1.7%

 
 
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