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

Symbol: APOL EVR: 4.4 Next Earning Date : June 25, 2013 After Market Close
NASDAQ: Apollo Group, Inc. Avg Daily Volume: 2,581,690


 

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ATM Straddle Tracking
Established Date Earnings Date ATM Position Straddle Cost Implied Move Implied Move Low Implied Move High
04 Jun 2013 25 Jun 2013 @$21.00 $2.99 14.26% 14.26% 14.26%
10 Jun 2013 25 Jun 2013 @$23.00 $3.17 13.8% 13.8% 13.8%
11 Jun 2013 25 Jun 2013 @$22.00 $3.12 14.2% 14.2% 14.2%
17 Jun 2013 25 Jun 2013 @$22.00/$21.00 $2.91 13.53% 13.53% 13.53%

 
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
June 25, 2013 AC $21.00 $0.00 $2.83 13.5% $0.00 -None% $0.00 None% $0.00 -None% $0.00 None%
March 25, 2013 BO $17.00 $17.04 $2.16 12.7% $18.62 9.27% $2.44 12.96% $18.25 7.1% $1.85 -14.35%
Jan. 8, 2013 AC $21.00/$20.00 $20.94 $2.04 12.39% $19.16 -8.5% $1.39 -31.86% $19.32 -7.73% $1.05 -48.52%
Oct. 16, 2012 AC $27.50/$27.00 $27.49 $2.73 10.93% $24.20 -11.96% $3.91 43.22% $21.40 -22.15% $5.50 101.47%

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