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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valley National Bancorp (VLY) - NASDAQ Next Earnings Date: OS Estimate: Jan. 30, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 2.1
Avg Daily Volume: 8,193,772    Market Cap: 3.92B
Sector: Financial    Short Interest: 10.89
Live Interactive Chart
Days to Next Earnings: 59 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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 1.9 $9.12 @$9.00 $0.93
($9.12)
10.33% 7.78% I 5.26% I $9.60 $1.07
( $9.60 )
15.05%
July 25, 2024 BO 1.9 $7.83 @$8.00 $0.95
($7.83)
11.88% -6.64% I 3.06% I $8.07 $0.73
( $8.07 )
-23.16%
April 25, 2024 BO 1.7 $7.84 @$8.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 25, 2024 BO 1.6 $10.80 @$11.00
Oct. 26, 2023 BO 1.4 $7.75 @$8.00
July 27, 2023 BO 1.5 $10.30 @$10.00
April 27, 2023 BO 1.4 $8.58 @$9.00
Jan. 26, 2023 BO 1.4 $11.10 @$11.00
July 28, 2022 BO 1.3 $11.23 @$11.00
April 28, 2022 BO 1.4 $12.22 @$12.00

 
 
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