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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Controladora Vuela Compania de Aviacion (VLRS) - NYSE Next Earnings Date: OS Estimate: Feb. 19, 2025 AC
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 2.7
Avg Daily Volume: 941,087    Market Cap: 811.77M
Sector: Services    Short Interest: None
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Days to Next Earnings: 89 Days

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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
Oct. 22, 2024 AC 2.9 $7.17 @$7.50 $0.68
($7.17)
9.07% -3.48% I -1.39% I $7.07 $0.52
( $7.07 )
-23.53%
July 22, 2024 AC 3.0 $6.27 @$7.50 $1.35
($6.27)
18.0% -6.69% I 3.03% I $6.46 $1.12
( $6.46 )
-17.04%
Feb. 26, 2024 AC 2.8 $7.31 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 24, 2023 AC 2.8 $5.97 @$5.00
July 24, 2023 AC 2.6 $13.68 @$12.50
April 24, 2023 AC 2.4 $11.75 @$12.50
Feb. 21, 2023 AC 2.3 $10.90 @$10.00
Oct. 24, 2022 AC 2.3 $8.66 @$7.50
July 21, 2022 AC 2.2 $10.34 @$10.00
April 27, 2022 AC 2.2 $16.87 @$17.50

 
 
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