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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valero Energy Corporation (VLO) - NYSE Next Earnings Date: OS Estimate: Jan. 29, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 1.4
Avg Daily Volume: 2,393,849    Market Cap: 60.42B
Sector: Basic Materials    Short Interest: 4.01
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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. 24, 2024 BO 1.4 $132.89 @$133.00 $10.12
($132.89)
7.61% -2.24% I -1.15% I $131.36 $8.78
( $131.36 )
-13.24%
July 25, 2024 BO 1.3 $148.82 @$150.00 $9.88
($148.82)
6.59% 6.73% O 5.49% I $157.00 $11.20
( $157.00 )
13.36%
April 25, 2024 BO 1.3 $167.00 @$167.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 25, 2024 BO 1.3 $130.15 @$130.00
Oct. 26, 2023 BO 1.3 $126.86 @$127.00
July 27, 2023 BO 1.5 $126.18 @$126.00
April 27, 2023 BO 1.6 $116.64 @$117.00
Jan. 26, 2023 BO 1.6 $143.35 @$143.00
Oct. 25, 2022 BO 1.6 $129.22 @$129.00
July 28, 2022 BO 1.8 $111.50 @$111.00

 
 
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