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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valens Semiconductor Ltd. (VLN) - NYSE Next Earnings Date: OS Estimate: May 7, 2025 BO
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 2.7
Avg Daily Volume: 243,496    Market Cap: 259.6M
Sector: None    Short Interest: 0.3
Live Interactive Chart
Days to Next Earnings: 36 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 10
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
Feb. 26, 2025 BO 2.7 $2.24 @$2.50 $0.68
($2.24)
27.2% 7.14% I -4.91% I $2.13 $0.43
( $2.13 )
-36.76%
Nov. 6, 2024 BO 3.0 $1.81 @$2.50 $0.75
($1.81)
30.0% -4.41% I -0.55% I $1.80 $0.45
( $1.80 )
-40.0%
Aug. 7, 2024 BO None $0.00 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2024 BO None $0.00 @$2.50
Feb. 28, 2024 BO 3.1 $2.36 @$2.50
Nov. 8, 2023 BO 2.5 $2.15 @$2.50
Aug. 9, 2023 BO 3.0 $2.47 @$2.50
May 10, 2023 BO 2.6 $2.50 @$2.50
March 1, 2023 BO 0.3 $4.61 @$5.00
Nov. 9, 2022 BO 0.0 $3.90 @$5.00

 
 
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