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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vector Group Ltd. (VGR) - NYSE Next Earnings Date: N/A
EVR: 3.6
Avg Daily Volume: 2,373,863    Market Cap: 1.62B
Sector: Consumer Goods    Short Interest: 3.1
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
Aug. 1, 2024 BO 3.8 $12.78 @$12.50 $1.25
($12.78)
10.0% 7.27% I 4.06% I $13.30 $1.02
( $13.30 )
-18.4%
May 2, 2024 BO 3.7 $10.45 @$10.00 $0.95
($10.45)
9.5% -11.19% O -10.33% O $9.37 $1.07
( $9.37 )
12.63%
Feb. 14, 2024 BO 3.3 $10.22 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 2, 2023 BO 3.6 $10.25 @$10.00
Aug. 4, 2023 BO 3.4 $13.09 @$12.50
May 9, 2023 BO 3.1 $12.47 @$12.50
Feb. 16, 2023 BO 3.2 $13.00 @$12.50
Nov. 2, 2022 BO 3.5 $10.59 @$10.00
Aug. 5, 2022 BO 3.5 $11.15 @$10.00
May 10, 2022 BO 3.2 $12.48 @$12.50

 
 
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