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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valmont Industries (VMI) - NYSE Next Earnings Date: N/A
EVR: 2.4
Avg Daily Volume: 134,354    Market Cap: 4.53B
Sector: Industrial Goods    Short Interest: 3.24
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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
April 18, 2024 AC 2.5 $209.72 @$210.00 $17.10
($209.72)
8.14% 1.65% I 1.65% I $213.20 $16.50
( $213.20 )
-3.51%
Feb. 21, 2024 AC 2.5 $227.00 @$230.00 $16.20
($227.00)
7.04% -6.03% I -3.48% I $219.10 $14.75
( $219.10 )
-8.95%
Oct. 25, 2023 AC 2.3 $231.31 @$230.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2023 AC 2.2 $281.77 @$280.00
April 20, 2023 AC 2.4 $301.73 @$300.00
Feb. 22, 2023 AC 2.4 $318.78 @$320.00
July 20, 2022 AC 2.4 $237.42 @$240.00
April 20, 2022 AC 2.1 $248.30 @$250.00
Feb. 16, 2022 AC 2.3 $224.45 @$220.00
Oct. 20, 2021 AC 2.4 $245.68 @$250.00

 
 
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