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

Symbol: AET EVR: 1.9 Next Earning Date : N/A
NYSE: Aetna Inc. Avg Daily Volume: 3,234,740


 

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ATM Straddle Tracking
Established Date Earnings Date ATM Position Straddle Cost Implied Move Implied Move Low Implied Move High
01 Apr 2013 30 Apr 2013 @$50.00 $3.73 7.47% 7.47% 7.47%
02 Apr 2013 30 Apr 2013 @$55.00 $3.79 6.89% 6.89% 6.89%
26 Apr 2013 30 Apr 2013 @$60.00 $3.96 6.6% 6.6% 6.6%

 
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 30, 2013 BO $55.00 $56.16 $3.41 6.2% $57.10 1.67% $2.87 -15.83% $57.44 2.27% $3.32 -2.63%
Jan. 31, 2013 BO $49.00 $48.95 $2.30 4.73% $47.44 -3.08% $1.61 -29.99% $48.23 -1.47% $1.73 -24.78%
July 31, 2012 BO $37.00 $37.14 $2.53 6.89% $38.04 2.42% $1.00 -21.15% $36.06 -2.9% $1.94 -23.52%
April 26, 2012 BO $50.00/$49.00 $49.36 $2.21 5.83% $44.39 -10.06% $5.25 137.78% $45.31 -8.2% $3.94 78.28%

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