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

Symbol: RYL EVR: 2.4 Next Earning Date : July 22, 2013 Before Market Open
NYSE: Ryland Group, Inc. (The) Avg Daily Volume: 1,357,590


 

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ATM Straddle Tracking
Established Date Earnings Date ATM Position Straddle Cost Implied Move Implied Move Low Implied Move High
29 Mar 2013 24 Apr 2013 @$42.00 $4.56 10.86% 10.86% 10.86%
01 Apr 2013 24 Apr 2013 @$41.00 $4.45 10.85% 10.85% 10.85%
03 Apr 2013 24 Apr 2013 @$40.00 $4.34 10.87% 10.87% 10.87%
03 Apr 2013 24 Apr 2013 @$39.00 $4.30 11.02% 11.02% 11.02%
15 Apr 2013 24 Apr 2013 @$38.00 $3.97 10.44% 10.44% 10.44%
18 Apr 2013 24 Apr 2013 @$37.00 $3.94 10.66% 10.66% 10.66%

 
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
April 24, 2013 AC $42.00 $41.70 $3.67 8.75% $42.54 2.01% $3.05 -16.89% $44.94 7.76% $3.75 2.17%
July 25, 2012 AC $25.00 $24.81 $2.54 11.15% $25.03 0.88% $2.15 -15.35% $24.75 -0.24% $2.00 -21.26%
April 25, 2012 AC $19.00 $18.95 $1.79 10.1% $19.92 5.11% $2.15 20.11% $21.62 14.08% $2.75 53.63%
Jan. 26, 2012 AC $19.00/$18.00 $18.57 $1.50 11.72% $17.36 -6.56% $1.05 -30.0% $18.39 -0.96% $1.00 -33.33%

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