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Straddle History: Straddle/Strangle on Earnings
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Symbol: AGO
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EVR: 1.8
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Next Earning Date :
Aug. 5, 2013
Before Market Open
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NYSE:
Assured Guaranty Ltd.
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Avg Daily Volume: 1,854,590
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ATM Straddle Tracking
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29 Apr 2013
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09 May 2013
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@$21.00
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$1.35
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6.45%
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6.45%
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6.45%
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06 May 2013
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09 May 2013
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@$22.00
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$1.21
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5.5%
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5.5%
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5.5%
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07 May 2013
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09 May 2013
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@$23.00/$22.00
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$1.18
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5.26%
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5.26%
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5.26%
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07 May 2013
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09 May 2013
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@$23.00
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$1.22
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5.3%
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5.3%
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5.3%
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Long Straddle/Strangle Performance
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May 9, 2013
AC
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$24.00
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$23.67
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$1.14
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4.75%
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$23.73
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0.25%
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$0.72
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-36.84%
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$24.08
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1.73%
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$0.72
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-36.84%
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Aug. 9, 2012
AC
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$13.00/$12.00
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$12.38
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$0.87
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11.91%
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$12.28
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-0.8%
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$0.47
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-45.4%
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$12.83
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3.63%
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$0.24
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-72.41%
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May 10, 2012
AC
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$13.00
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$13.08
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$1.21
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10.15%
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$12.47
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-4.66%
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$0.85
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-29.34%
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$13.10
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0.15%
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$0.73
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-39.26%
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Feb. 28, 2012
AC
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$17.00
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$17.14
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$1.45
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8.64%
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$17.89
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4.43%
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$0.00
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None%
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$16.80
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-1.98%
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$1.00
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-30.69%
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