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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
DoubleLine Securitized Credit ETF (DSCO) - NYSEArca Next Earnings Date: N/A
EVR: 4.8
Avg Daily Volume: 53,408    Market Cap: N/A
Sector: None    Short Interest: 2.18
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 2
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
March 12, 2014 AC 2.4 $2.60 @$3.00 $0.50
($2.66)
18.79% -12.69% I -11.15% I $2.31 $0.55
( $2.31 )
10.0%
March 29, 2012 BO 3.4 $2.68 @$2.50 $0.50
($2.62)
23.66% -4.47% I -3.73% I $2.58 $0.38
( N/A )
-25.0%

 
 
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