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

Symbol: AGM EVR: 2.1 Next Earning Date : N/A
NYSE: Federal Agricultural Mortgage Corporation Avg Daily Volume: 30,753


 

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ATM Straddle Tracking
Established Date Earnings Date ATM Position Straddle Cost Implied Move Implied Move Low Implied Move High
24 Jul 2012 09 Aug 2012 @$25.00/$22.50 $3.20 13.27% 12.0% None%
06 Aug 2012 09 Aug 2012 @$30.00/$25.00 $3.97 14.74% 12.36% None%
09 Aug 2012 09 Aug 2012 @$25.00 $2.04 11.76% 8.16% None%

 
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
Aug. 9, 2012 AC $25.00 $25.83 $2.29 13.28% $25.85 0.07% $1.25 -45.41% $25.14 -2.67% $1.05 -54.15%
Nov. 9, 2011 AC $20.00 $19.09 $2.04 13.55% $20.07 5.18% $1.48 -27.7% $18.80 -1.51% $1.75 -14.22%
Aug. 9, 2011 AC $17.50 $18.70 $3.00 17.77% $19.09 2.08% $1.93 -35.83% $18.16 -2.88% $2.15 -28.33%
Nov. 9, 2009 AC $10.00 $9.30 $2.00 25.9% $9.16 -1.5% $2.05 2.5% $7.53 -19.03% $2.55 27.5%

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