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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vornado Realty Trust (VNO) - NYSE Next Earnings Date: OS Estimate: Feb. 10, 2025 AC
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 2.7
Avg Daily Volume: 1,479,810    Market Cap: 5.33B
Sector: Financial    Short Interest: 14.96
Live Interactive Chart
Days to Next Earnings: 80 Days

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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
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 $3.40
($27.27)
12.59% 17.49% O 12.65% O $30.72 $3.92
( $30.72 )
15.29%
May 6, 2024 AC 2.0 $26.63 @$27.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 1, 2022 AC 1.6 $30.10 @$30.00

 
 
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