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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Veren Inc. Common shares (VRN) - NYSE Next Earnings Date: N/A
EVR: 3.1
Avg Daily Volume: 6,583,387    Market Cap: None
Sector: None    Short Interest: None
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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 2
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. 31, 2024 BO 1.6 $6.03 @$5.00 $1.05
($6.03)
21.0% -17.24% I -14.42% I $5.16 $0.28
( $5.16 )
-73.33%
July 25, 2024 BO 0.2 $7.60 @$7.50 $0.68
($7.60)
9.07% -5.65% I -2.63% I $7.40 $0.50
( $7.40 )
-26.47%

 
 
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