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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Valvoline Inc. (VVV) - NYSE Next Earnings Date: OS Estimate: May 7, 2025 BO
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 3.0
Avg Daily Volume: 1,808,336    Market Cap: 5.0B
Sector: None    Short Interest: 4.56
Live Interactive Chart
Days to Next Earnings: 55 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 34
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. 6, 2025 BO 2.9 $36.84 @$35.00 $4.17
($36.84)
11.91% 7.92% I 7.43% I $39.58 $4.50
( $39.58 )
7.91%
Nov. 19, 2024 BO 2.8 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2024 BO 2.5 $44.21 @$45.00
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

 
 
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