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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Horizon Flexible Income ETF (FLXN) - BAT Next Earnings Date: N/A
EVR: 3.6
Avg Daily Volume: 5,861    Market Cap: 458.93M
Sector: Healthcare    Short Interest: 4.49
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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. 10, 2021 AC 4.0 $9.24 @$10.00 $0.95
($9.24)
9.5% 0.64% I -0.54% I $9.19 $0.82
( $9.19 )
-13.68%
Aug. 4, 2021 AC 3.8 $5.79 @$5.00 $1.07
($5.79)
21.4% 14.68% I 12.26% I $6.50 $1.10
( $6.50 )
2.8%
May 12, 2021 AC 4.0 $7.53 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 10, 2021 AC 4.2 $11.32 @$12.50
Nov. 4, 2020 AC 4.2 $12.97 @$12.50
Aug. 5, 2020 AC 4.3 $12.62 @$12.50
May 7, 2020 AC 4.3 $10.88 @$10.00
March 12, 2020 AC 4.2 $10.15 @$10.00
Nov. 7, 2019 AC 4.0 $17.12 @$17.50
May 8, 2019 AC 3.5 $9.68 @$10.00

 
 
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