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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vornado Realty Trust (VNO) - NYSE Next Earnings Date: Estimated on May 5, 2025
OS Projected Window: April 28, 2025 to May 3, 2025
EVR: 2.7
Avg Daily Volume: 1,441,587    Market Cap: 8.2B
Sector: Financial    Short Interest: 7.07
Live Interactive Chart
Days to Next Earnings: 34 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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
Feb. 10, 2025 AC 2.7 $42.37 @$42.00 $3.07
($42.37)
7.31% 7.08% I 0.75% I $42.69 $1.55
( $42.69 )
-49.51%
Nov. 4, 2024 AC 2.7 $41.92 @$42.00 $3.60
($41.92)
8.57% -3.48% I 1.97% I $42.75 $2.80
( $42.75 )
-22.22%
Aug. 5, 2024 AC 2.2 $27.27 @$27.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 6, 2024 AC 2.0 $26.63 @$27.00
Feb. 12, 2024 AC 1.7 $26.74 @$27.00
Oct. 30, 2023 AC 1.5 $20.12 @$20.00
July 31, 2023 AC 1.6 $22.48 @$22.50
May 1, 2023 AC 1.5 $14.68 @$15.00
Feb. 13, 2023 AC 1.6 $23.49 @$22.50
Oct. 31, 2022 AC 1.6 $23.59 @$22.50

 
 
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