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

Symbol: FRAN EVR: 7.2 Next Earning Date : N/A
NASDAQ: Francesca's Holdings Corporation Avg Daily Volume: 899,160


 

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ATM Straddle Tracking
Established Date Earnings Date ATM Position Straddle Cost Implied Move Implied Move Low Implied Move High
24 May 2013 05 Jun 2013 @$30.00 $3.92 13.08% 13.08% 13.08%

 
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 5, 2013 AC $30.00 $30.09 $3.65 12.16% $27.50 -8.6% $2.95 -19.17% $27.37 -9.03% $2.80 -23.28%
March 19, 2013 AC $27.50 $26.98 $4.57 16.63% $28.78 6.67% $3.05 -33.26% $28.91 7.15% $2.90 -36.54%
Dec. 5, 2012 BO $30.00/$25.00 $26.81 $2.04 16.54% $29.59 10.36% $0.65 -68.13% $27.00 0.7% $0.60 -70.58%
Sept. 4, 2012 AC $40.00/$35.00 $36.07 $3.80 16.79% $33.33 -7.59% $4.30 13.16% $29.92 -17.05% $4.95 30.26%

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