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

Symbol: AIR EVR: 3.5 Next Earning Date : N/A
NYSE: AAR Corp. Avg Daily Volume: 281,355


 

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ATM Straddle Tracking
Established Date Earnings Date ATM Position Straddle Cost Implied Move Implied Move Low Implied Move High
19 Mar 2012 20 Mar 2012 @$22.50 $2.00 9.53% 8.89% 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
March 20, 2012 AC $22.50 $22.18 $2.10 10.35% $21.98 -0.9% $2.30 9.52% $20.04 -9.64% $2.83 34.52%
Dec. 15, 2011 AC $17.50 $17.50 $1.20 7.08% $17.73 1.31% $1.73 43.75% $18.62 6.4% $1.73 43.75%
Sept. 15, 2011 AC $22.50 $22.65 $1.35 6.31% $21.94 -3.13% $0.78 -42.59% $20.52 -9.4% $0.42 -68.52%
July 6, 2011 AC $30.00 $28.67 $2.45 12.46% $30.52 6.45% $1.27 -47.96% $30.10 4.98% $1.07 -56.12%

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