Optionslam.com

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

 
Virtus Investment Partners (VRTS) - NYSE Next Earnings Date: Estimated on Oct. 24, 2025
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 2.7
Avg Daily Volume: 105,057    Market Cap: 1.4B
Sector: Financial    Short Interest: 1.91
Live Interactive Chart
Days to Next Earnings: 39 Days

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

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