Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SoFi Select 500 ETF (SFY) - NYSEArca Next Earnings Date: N/A
EVR: 4.5
Avg Daily Volume: 38,440    Market Cap: 7.05M
Sector: Basic Materials    Short Interest: None
Live Interactive Chart

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 25
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. 26, 2015 BO 3.9 $2.84 @$2.50 $0.82
($2.36)
34.74% 20.07% I 8.09% I $3.07 $0.50
( $3.08 )
-39.02%
Nov. 6, 2014 BO 3.7 $6.58 @$7.50 $1.14
($6.48)
17.59% 10.79% I 8.51% I $7.14 $0.65
( $7.16 )
-42.98%
July 31, 2014 BO 3.8 $11.71 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 1, 2014 BO 3.7 $12.33 @$12.50
Feb. 27, 2014 BO 2.9 $11.84 @$12.50
Oct. 31, 2013 BO 2.9 $13.18 @$12.50
Aug. 1, 2013 BO 3.0 $12.74 @$12.50
May 2, 2013 BO 3.1 $12.48 @$12.50
Feb. 21, 2013 BO 2.7 $14.34 @$15.00
Aug. 2, 2012 BO 2.8 $18.68 @$20.00/$17.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US