Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Amplify ETF Trust Amplify Travel Tech ETF (AWAY) - NYSEArca Next Earnings Date: N/A
EVR: 5.0
Avg Daily Volume: 15,681    Market Cap: N/A
Sector: Technology    Short Interest: 7.1
Live Interactive Chart

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Nov. 4, 2015 AC 4.4 $32.04 @$32.00 $4.12
($32.04)
12.87% 27.21% O 25.31% O $40.15 $7.60
( $39.95 )
84.46%
Aug. 4, 2015 AC 4.2 $28.48 @$28.00 $4.12
($28.45)
14.49% 11.86% I 9.09% I $31.07 $2.69
( $31.02 )
-34.7%
April 23, 2015 AC 4.0 $32.17 @$32.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 24, 2015 AC 4.5 $31.38 @$31.00
Nov. 4, 2014 AC 4.2 $33.75 @$34.00
July 24, 2014 AC 4.0 $32.65 @$33.00
April 24, 2014 AC 4.2 $36.94 @$40.00
Feb. 19, 2014 AC 4.1 $42.96 @$45.00
Nov. 6, 2013 AC 3.6 $29.09 @$30.00
July 25, 2013 AC 3.6 $33.42 @$35.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US