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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valley National Bancorp (VLY) - NASDAQ Next Earnings Date: Jan. 23, 2025 BO
EVR: 2.1
Avg Daily Volume: 6,361,562    Market Cap: 3.92B
Sector: Financial    Short Interest: 10.89
Live Interactive Chart
Days to Next Earnings: 8 Days
Implied Move Monthly: 10.43%       Expires on: Feb. 21, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
Jan. 23, 2025 BO None $0.00 @$9.00 $0.95
($9.11)
10.43% -None% I -None% I $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 25, 2024 BO 1.7 $7.84 @$8.00
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

 
 
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