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Straddle History: Straddle/Strangle on Earnings
Get Straddle History:

Symbol: AZZ EVR: 3.0 Next Earning Date : June 28, 2013 Before Market Open
NYSE: AZZ Incorporated Avg Daily Volume: 142,262


 

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ATM Straddle Tracking
Established Date Earnings Date ATM Position Straddle Cost Implied Move Implied Move Low Implied Move High
27 Mar 2013 08 Apr 2013 @$50.00 $3.62 7.25% 7.25% 7.25%
01 Apr 2013 08 Apr 2013 @$45.00 $3.42 7.61% 7.61% 7.61%

 
Long Straddle/Strangle Performance
Earnings Date Position Pre-Earnings At Market Open At Market Close
Price Straddle Cost Implied Move Price Gap % Straddle Cost Return Price Final Move Straddle Cost Return
April 8, 2013 BO $45.00 $46.32 $3.29 7.32% $46.60 0.6% $2.65 -19.45% $46.32 -None% $2.20 -33.13%
Jan. 9, 2013 BO $40.00 $39.81 $3.10 8.94% $40.75 2.36% $1.75 -43.54% $40.03 0.55% $1.00 -67.74%
June 28, 2012 AC $55.00/$50.00 $25.66 $4.45 16.34% $30.44 18.62% $5.97 34.27% $30.63 19.36% $7.80 75.28%
Sept. 30, 2010 AC $45.00/$40.00 $21.42 $1.85 10.87% $21.94 2.42% $1.02 -44.59% $19.75 -7.79% $1.45 -21.62%

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