CAM Straddle Options Play History on Earnings Date

One Day Post Earnings Implied vs Actual Move

I=Inside Move: Underlying Stock moved less than the pre-Earnings release Implied Move.

O=Outside Move: Underlying Stock moved more than the pre-Earnings release Implied Move.

By default we display 10 most recent earnings and calculate mean and median of past 10 earnings.

Insider members can adjust the following settings across all sites:

At OptionSlam.com we make a concerted effort to provide the most accurate Earnings Calendar available by cross checking various sources including newswire feeds, brokerages, exchanges and individual corporate investor relations websites.

Despite our diligent efforts, OptionSlam.com cannot guarantee the accuracy of any earnings date. A wide variety of events can alter scheduled Earnings Release dates.

Because estimated dates come from a variety of sources it is possible for an estimated date to be outside the OptionSlam projected window.

It is up to each trader to verify any data found on our web site and assume all risks associated with using said data.

AB Active ETFs (CAM) - NYSEArca

Next Earnings Date: N/A

EVR:	2.2
	Avg Daily Volume: 54,180 Market Cap: N/A Sector: Basic Materials Short Interest: 1.82
	Live Interactive Chart

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

Oct. 22, 2015 BO

2.5

$66.16

@$65.00

$5.04
($66.16)

7.62%

3.15%

2.82%

$68.03

$2.70
( $68.06 )

-46.42%

July 23, 2015 BO

2.5

$46.88

@$47.50

$4.07
($46.88)

8.69%

8.23%

6.05%

$49.72

$4.15
( $49.72 )

1.96%

April 23, 2015 BO

2.5

$49.02

@$50.00

Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.

Jan. 29, 2015 BO

1.5

$42.23

@$42.50

Oct. 23, 2014 BO

2.6

$58.31

@$60.00

July 24, 2014 BO

2.6

$69.56

@$70.00

April 24, 2014 BO

2.7

$64.18

@$65.00

Jan. 30, 2014 BO

2.7

$56.73

@$57.50

Oct. 24, 2013 BO

2.4

$62.82

@$62.50

July 25, 2013 BO

2.3

$63.57

@$65.00



	About Us \| Site Map \| Strategy Testing \| Disclaimer \| Contact Us \| Copyright © 2003-2025 Optionslam.com LLC, All Rights Reserved. (AWS10t)

Username/Email:
Password:

Forgot password? Reset it!