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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Simplify Exchange Traded Funds Simplify China A Shares PLUS Income ETF (CAS) - NYSEArca Next Earnings Date: N/A
EVR: 5.0
Avg Daily Volume: 400    Market Cap: N/A
Sector: Industrial Goods    Short Interest: 43.37
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 9
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
May 10, 2016 BO 5.0 $3.16 @$2.50 $1.97
($3.16)
62.49% -14.55% I 3.48% I $3.27 $0.05
( $3.03 )
-97.46%
April 28, 2015 BO 4.9 $3.89 @$5.00 $1.17
($4.06)
28.94% 5.91% I 1.54% I $3.95 $0.95
( $3.84 )
-18.8%
Feb. 27, 2015 BO 3.4 $5.03 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 28, 2014 BO 3.5 $7.28 @$7.50
July 29, 2014 BO 3.1 $10.89 @$12.50
April 29, 2014 BO 3.2 $13.55 @$15.00
Feb. 25, 2014 BO 3.1 $14.69 @$15.00
April 30, 2013 BO 3.2 $16.66 @$17.50
March 1, 2012 BO 2.2 $11.45 @$12.50/$10.00

 
 
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