Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valaris Limited (VAL) - NYSE Next Earnings Date: Estimated on April 30, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 2.2
Avg Daily Volume: 2,207,198    Market Cap: 3.3B
Sector: Basic Materials    Short Interest: 13.81
Live Interactive Chart
Days to Next Earnings: 29 Days
Implied Move Monthly: 15.06%       Expires on: May 16, 2025

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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
April 30, 2025 AC None $0.00 @$40.00 $6.12
($40.64)
15.06% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 19, 2025 AC 2.1 $42.82 @$42.50 $5.25
($42.82)
12.35% 7.42% I 4.06% I $44.56 $4.90
( $44.56 )
-6.67%
Oct. 30, 2024 AC 2.1 $48.79 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2024 AC None $0.00 @$80.00
May 1, 2024 AC None $0.00 @$65.00
Feb. 22, 2024 BO 2.4 $66.10 @$65.00
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US