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Straddle History: Straddle/Strangle on Earnings
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Symbol: AYI
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EVR: 3.2
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Next Earning Date :
July 2, 2013
Before Market Open
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NYSE:
Acuity Brands Inc
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Avg Daily Volume: 340,998
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ATM Straddle Tracking
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19 Mar 2013
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03 Apr 2013
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@$70.00
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$5.49
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7.85%
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7.84%
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7.84%
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21 Mar 2013
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03 Apr 2013
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@$75.00
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$5.67
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7.56%
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7.56%
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7.56%
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Long Straddle/Strangle Performance
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April 3, 2013
BO
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$70.00
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$68.25
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$5.02
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7.17%
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$73.58
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7.8%
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$2.05
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-59.16%
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$71.84
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5.26%
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$2.85
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-43.22%
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Jan. 8, 2013
BO
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$70.00/$65.00
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$68.97
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$3.55
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8.96%
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$64.06
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-7.1%
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$1.20
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-66.19%
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$65.45
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-5.08%
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$2.25
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-36.61%
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June 29, 2011
BO
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$55.00
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$55.87
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$4.34
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9.83%
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$55.90
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0.05%
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$2.83
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-34.91%
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$55.26
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-1.09%
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$2.70
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-37.79%
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March 30, 2011
BO
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$55.00
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$55.86
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$4.50
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9.98%
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$55.19
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-1.19%
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$3.10
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-31.11%
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$56.90
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1.86%
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$3.25
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-27.78%
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