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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vulcan Materials Company (Holding Company) (VMC) - NYSE Next Earnings Date: OS Estimate: Feb. 12, 2025 BO
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 2.2
Avg Daily Volume: 957,513    Market Cap: 35.73B
Sector: Industrial Goods    Short Interest: 1.67
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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. 30, 2024 BO 2.0 $259.55 @$260.00 $16.25
($259.55)
6.25% 7.67% O 6.42% O $276.23 $20.00
( $276.23 )
23.08%
Aug. 6, 2024 BO 2.1 $257.43 @$260.00 $18.40
($257.43)
7.08% -7.2% O -4.38% I $246.14 $16.30
( $246.14 )
-11.41%
May 2, 2024 BO 2.1 $259.73 @$260.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 16, 2024 BO 1.9 $242.46 @$240.00
Oct. 26, 2023 BO 1.8 $203.37 @$200.00
Aug. 3, 2023 BO 1.9 $223.08 @$220.00
May 4, 2023 BO 1.6 $178.62 @$180.00
Feb. 16, 2023 BO 1.5 $195.45 @$195.00
Nov. 2, 2022 BO 1.6 $164.79 @$165.00
Aug. 4, 2022 BO 1.6 $166.25 @$165.00

 
 
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