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TWIN:     Earnings History     |     Trend Analysis     |     Volatility History     |     Straddle History     |     Post Earnings & Live Chart
Straddle History: Straddle/Strangle on Earnings
Get Straddle History:

Symbol: TWIN EVR: 4.3 Next Earning Date : N/A
NASDAQ: Twin Disc, Incorporated Avg Daily Volume: 47,692

 

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ATM Straddle Tracking
Established Date Earnings Date ATM Position Straddle Cost Implied Move Implied Move Low Implied Move High
22 Apr 2013 23 Apr 2013 @$22.50 $2.22 9.88% 9.88% 9.88%

 
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 23, 2013 BO $22.50 $22.45 $2.34 10.42% $22.00 -2.0% $1.45 -38.03% $22.55 0.44% $1.55 -33.76%
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