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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
VAALCO Energy (EGY) - NYSE Next Earnings Date: OS Estimate: Jan. 14, 2025 AC
OS Projected Window: Jan. 13, 2025 to Jan. 18, 2025
EVR: 3.6
Avg Daily Volume: 813,782    Market Cap: 753.16M
Sector: Basic Materials    Short Interest: 3.38
Live Interactive Chart
Days to Next Earnings: 53 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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
Nov. 11, 2024 AC 3.7 $5.53 @$6.00 $0.80
($5.53)
13.33% 6.32% I -1.8% I $5.43 $0.70
( $5.43 )
-12.5%
Aug. 6, 2024 AC 3.7 $5.97 @$6.00 $0.50
($5.97)
8.33% 10.05% O 8.37% O $6.47 $0.60
( $6.47 )
20.0%
May 7, 2024 AC 3.9 $6.31 @$6.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 13, 2024 AC 3.2 $4.46 @$4.00
Nov. 7, 2023 AC 3.3 $4.19 @$4.00
Aug. 9, 2023 AC 3.1 $4.40 @$4.00
May 9, 2023 AC 2.9 $4.14 @$4.00
April 6, 2023 BO 3.3 $4.93 @$5.00
Nov. 8, 2022 AC 3.3 $5.17 @$5.00
Aug. 10, 2022 AC 3.4 $5.16 @$5.00

 
 
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