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Straddle History: Straddle/Strangle on Earnings
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Symbol: GEF
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EVR: 2.0
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Next Earning Date :
N/A
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NYSE:
Greif Bros. Corporation
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Avg Daily Volume: 177,983
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ATM Straddle Tracking
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27 Feb 2012
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29 Feb 2012
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@$50.00
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$3.20
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8.46%
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6.4%
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None%
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Long Straddle/Strangle Performance
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Feb. 29, 2012
AC
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$55.00/$50.00
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$51.21
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$1.40
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9.48%
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$52.61
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2.73%
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$0.80
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-42.86%
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$49.82
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-2.71%
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$1.70
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21.43%
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Dec. 7, 2011
AC
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$45.00
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$46.39
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$3.45
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10.35%
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$46.39
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-None%
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$2.83
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-18.12%
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$44.73
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-3.57%
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$2.73
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-21.01%
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Aug. 31, 2011
AC
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$55.00
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$55.86
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$4.90
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9.72%
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$51.48
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-7.84%
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$7.05
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43.88%
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$50.12
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-10.27%
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$5.42
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10.71%
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June 8, 2011
AC
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$65.00
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$64.23
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$3.00
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5.79%
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$66.29
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3.19%
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$2.02
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-32.5%
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$66.56
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3.61%
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$2.40
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-20.0%
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