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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valvoline Inc. (VVV) - NYSE Next Earnings Date: OS Estimate: Nov. 11, 2026 BO
OS Projected Window: Nov. 9, 2026 to Nov. 14, 2026
EVR: 2.9
Avg Daily Volume: 2,140,857    Market Cap: 4.1B
Sector: Consumer Cyclical    Short Interest: 9.04
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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. 5, 2026 BO 2.8 $39.28 @$40.00 $2.17
($39.28)
5.42% -10.33% O -5.85% O $36.98 $3.42
( $36.98 )
57.6%
May 7, 2026 BO 3.0 $34.17 @$35.00 $2.58
($34.17)
7.37% 6.23% I 4.97% I $35.87 $1.68
( $35.87 )
-34.88%
Feb. 4, 2026 BO 2.9 $33.29 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 19, 2025 BO 3.0 $31.42 @$30.00
Aug. 6, 2025 BO 3.1 $36.25 @$35.00
May 8, 2025 BO 3.0 $34.57 @$35.00
Feb. 6, 2025 BO 2.9 $36.84 @$35.00
Nov. 19, 2024 BO 2.8 $42.33 @$40.00
Aug. 7, 2024 BO 2.7 $43.00 @$45.00
May 8, 2024 BO 2.5 $44.21 @$45.00

 
 
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