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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valaris Limited (VAL) - NYSE Next Earnings Date: OS Estimate: Jan. 29, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 1.7
Avg Daily Volume: 1,630,407    Market Cap: 5.34B
Sector: Basic Materials    Short Interest: 6.63
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 33
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
Oct. 22, 2024 BO 1.8 $51.27 @$52.50 $6.18
($51.27)
11.77% -2.36% I -1.79% I $50.35 $6.25
( $50.35 )
1.13%
May 6, 2024 AC 2.1 $70.80 @$70.00 $3.55
($70.80)
5.07% 1.86% I 1.55% I $71.90 $3.75
( $71.90 )
5.63%
Feb. 22, 2024 BO 2.4 $66.10 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2023 AC 2.8 $66.96 @$65.00
Aug. 1, 2023 AC 2.8 $75.92 @$75.00
May 1, 2023 AC 3.0 $59.51 @$60.00
Jan. 26, 2023 BO 3.1 $75.21 @$75.00
Oct. 25, 2022 BO 3.2 $60.34 @$60.00
July 27, 2022 BO 3.6 $44.10 @$45.00
April 26, 2022 BO 4.1 $49.33 @$50.00

 
 
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