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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: 46,893    Market Cap: 7.05M
Sector: Basic Materials    Short Interest: None
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 28
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. 5, 2015 BO 4.6 $0.60 @$2.50 $1.88
($0.60)
75.2% -6.66% I -3.33% I $0.57 $1.93
( $0.58 )
2.66%
Aug. 6, 2015 BO 4.5 $0.60 @$2.50 $1.93
($0.60)
77.2% 10.0% I -1.66% I $0.59 $1.88
( $0.59 )
-2.59%
May 7, 2015 BO 4.4 $2.84 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 26, 2015 BO 3.9 $2.84 @$2.50
Nov. 6, 2014 BO 3.7 $6.58 @$7.50
July 31, 2014 BO 3.8 $11.71 @$12.50
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

 
 
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