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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
VAALCO Energy (EGY) - NYSE Next Earnings Date: Estimated on May 6, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 3.9
Avg Daily Volume: 1,049,485    Market Cap: 405.7M
Sector: Basic Materials    Short Interest: 3.92
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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
March 13, 2025 AC 3.6 $3.79 @$4.00 $0.38
($3.79)
9.5% 16.35% O 14.24% O $4.33 $0.40
( $4.33 )
5.26%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 7, 2024 AC 3.9 $6.31 @$6.00
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

 
 
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