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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
V.F. Corporation (VFC) - NYSE Next Earnings Date: OS Estimate: Jan. 30, 2025 AC
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 4.3
Avg Daily Volume: 7,840,301    Market Cap: 5.75B
Sector: Consumer Goods    Short Interest: 9.26
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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. 28, 2024 AC 3.4 $17.03 @$17.00 $2.42
($17.03)
14.24% 28.77% O 27.01% O $21.63 $4.87
( $21.63 )
101.24%
Aug. 6, 2024 AC 3.0 $16.44 @$16.50 $2.20
($16.44)
13.33% 14.72% O 7.05% I $17.60 $1.52
( $17.60 )
-30.91%
May 22, 2024 AC 2.9 $12.33 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 6, 2024 AC 2.6 $16.95 @$17.00
Oct. 30, 2023 AC 2.2 $17.12 @$17.00
Aug. 1, 2023 AC 2.3 $19.39 @$19.50
May 23, 2023 AC 2.4 $18.97 @$19.00
Feb. 7, 2023 AC 2.4 $28.52 @$29.00
Oct. 26, 2022 AC 2.6 $28.21 @$28.00
July 28, 2022 AC 2.5 $48.57 @$49.00

 
 
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