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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valvoline Inc. (VVV) - NYSE Next Earnings Date: OS Estimate: Feb. 5, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 2.8
Avg Daily Volume: 1,153,317    Market Cap: 5.23B
Sector: None    Short Interest: 7.83
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 31
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. 19, 2024 BO None $42.33 @$40.00 $4.30
($42.33)
10.75% -9.04% I -8.69% I $38.65 $2.75
( $38.65 )
-36.05%
Aug. 7, 2024 BO 2.7 $43.00 @$45.00 $3.05
($43.00)
6.78% -11.88% O -10.13% O $38.64 $7.20
( $38.64 )
136.07%
May 8, 2024 BO 2.5 $44.21 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 6, 2024 BO 2.5 $36.00 @$35.00
Nov. 9, 2023 BO 2.5 $30.00 @$30.00
Aug. 9, 2023 BO 2.5 $36.18 @$35.00
May 10, 2023 BO 2.2 $34.28 @$35.00
Feb. 7, 2023 BO 2.2 $36.24 @$35.00
Nov. 14, 2022 AC 2.2 $32.16 @$30.00
Aug. 3, 2022 AC 2.3 $30.25 @$30.00

 
 
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