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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valvoline Inc. (VVV) - NYSE Next Earnings Date: May 8, 2024 BO
EVR: 2.5
Avg Daily Volume: 997,020    Market Cap: 5.66B
Sector: None    Short Interest: 9.49
Live Interactive Chart
Implied Move Monthly: 5.47%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 29
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
May 8, 2024 BO None $0.00 @$45.00 $2.42
($44.21)
5.47% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 6, 2024 BO 2.5 $36.00 @$35.00 $2.47
($36.00)
7.06% -5.94% I 2.94% I $37.06 $2.40
( $37.06 )
-2.83%
Nov. 9, 2023 BO 2.5 $30.00 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 9, 2023 BO 2.5 $36.18 @$35.00
May 10, 2023 BO 2.2 $34.28 @$35.00
Feb. 7, 2023 BO 2.2 $36.24 @$35.00
Nov. 14, 2022 AC 2.2 $32.16 @$30.00
Aug. 3, 2022 AC 2.3 $30.25 @$30.00
May 9, 2022 AC 2.2 $28.79 @$30.00
Feb. 8, 2022 AC 2.7 $32.80 @$35.00

 
 
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