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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Innovator Defined Wealth Shield ETF (BALT) - NYSE Next Earnings Date: N/A
EVR: 2.6
Avg Daily Volume: 175,646    Market Cap: N/A
Sector: Services    Short Interest: 15.3
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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 6
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. 5, 2014 AC 2.4 $3.57 @$5.00 $1.60
($3.51)
45.58% -8.96% I -3.36% I $3.45 $1.45
( $3.45 )
-9.37%
July 30, 2014 AC 2.0 $5.27 @$7.50 $1.55
($6.26)
24.76% -16.31% I -3.41% I $5.09 $2.35
( $5.10 )
51.61%
May 7, 2014 AC 2.0 $5.85 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 26, 2014 AC 2.0 $6.48 @$7.50
Nov. 6, 2013 AC 2.1 $4.95 @$5.00
Feb. 20, 2013 AC 2.1 $3.46 @$5.00

 
 
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