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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valvoline Inc. (VVV) - NYSE Next Earnings Date: OS Estimate: May 6, 2026 BO
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 3.0
Avg Daily Volume: 2,181,440    Market Cap: 4.0B
Sector: None    Short Interest: 8.57
Live Interactive Chart
Days to Next Earnings: 64 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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
Feb. 4, 2026 BO 2.9 $33.29 @$35.00 $2.85
($33.29)
8.14% 9.28% O 6.93% I $35.60 $2.70
( $35.60 )
-5.26%
Nov. 19, 2025 BO 3.0 $31.42 @$30.00 $3.20
($31.42)
10.67% -6.77% I -2.48% I $30.64 $1.88
( $30.64 )
-41.25%
Aug. 6, 2025 BO 3.1 $36.25 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 6, 2024 BO 2.5 $36.00 @$35.00
Nov. 9, 2023 BO 2.5 $30.00 @$30.00

 
 
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