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Straddle History: Straddle/Strangle on Earnings
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Symbol: BIG
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EVR: 3.1
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Next Earning Date :
N/A
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NYSE:
Big Lots, Inc.
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Avg Daily Volume: 801,147
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ATM Straddle Tracking
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27 May 2013
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30 May 2013
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@$40.00
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$3.84
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9.62%
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9.62%
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9.62%
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28 May 2013
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30 May 2013
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@$37.50
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$3.52
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9.38%
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9.38%
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9.38%
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Long Straddle/Strangle Performance
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May 30, 2013
BO
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$40.00
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$38.38
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$3.70
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9.25%
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$34.75
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-9.45%
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$4.45
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20.27%
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$34.93
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-8.98%
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$4.95
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33.78%
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March 6, 2013
BO
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$35.00
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$33.89
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$3.07
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8.78%
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$36.36
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7.28%
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$1.70
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-44.62%
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$35.97
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6.13%
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$1.65
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-46.25%
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Dec. 4, 2012
BO
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$30.00/$27.50
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$28.04
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$2.00
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11.3%
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$29.86
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6.49%
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$1.05
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-47.5%
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$31.27
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11.51%
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$1.85
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-7.49%
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May 23, 2012
BO
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$35.00
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$34.79
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$3.80
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11.42%
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$33.82
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-2.78%
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$2.88
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-24.34%
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$36.31
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4.36%
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$2.92
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-23.03%
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