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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Innovator Defined Wealth Shield ETF (BALT) - NYSE Next Earnings Date: N/A
EVR: 2.6
Avg Daily Volume: 379,356    Market Cap: N/A
Sector: Services    Short Interest: 15.3
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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 8
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
May 4, 2015 AC 2.7 $1.45 @$2.50 $1.12
($1.45)
44.8% -4.13% I -2.06% I $1.42 $1.12
( $1.42 )
0.0%
March 2, 2015 AC 2.5 $1.73 @$2.50 $0.80
($1.73)
32.0% -10.4% I -3.46% I $1.67 $0.90
( $1.67 )
12.5%
Nov. 5, 2014 AC 2.4 $3.57 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 30, 2014 AC 2.0 $5.27 @$7.50
May 7, 2014 AC 2.0 $5.85 @$7.50
Feb. 26, 2014 AC 2.0 $6.48 @$7.50
Nov. 6, 2013 AC 2.1 $4.95 @$5.00
Feb. 20, 2013 AC 2.1 $3.46 @$5.00

 
 
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