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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Simplify Exchange Traded Funds Simplify Macro Strategy ETF (FIG) - NYSEArca Next Earnings Date: N/A
EVR: 1.3
Avg Daily Volume: 2,262,243    Market Cap: 3.3M
Sector: Financial    Short Interest: 0.31
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 26
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. 6, 2017 BO 1.5 $7.87 @$8.00 $0.15
($7.87)
1.88% 0.25% I 0.12% I $7.88 $2.40
( $7.88 )
1500.0%
Feb. 28, 2017 BO 1.5 $7.98 @$8.00 $0.10
($7.98)
1.25% 0.12% I None% I $7.98 $0.10
( $7.98 )
0.0%
July 28, 2016 BO 1.5 $4.84 @$5.00/$4.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 5, 2016 BO 1.4 $4.78 @$5.00
Feb. 25, 2016 BO 1.4 $4.34 @$4.00
Oct. 29, 2015 BO 1.4 $5.91 @$6.00
July 30, 2015 BO 1.4 $7.00 @$7.00
May 7, 2015 BO 1.4 $8.17 @$8.00
Feb. 26, 2015 BO 1.5 $8.07 @$7.82
Oct. 30, 2014 BO 1.6 $7.20 @$7.00

 
 
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