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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Golden Sachs ETF Trust Goldman Sachs Access Investment Grade Corporate 1 (GSIG) - NYSEArca Next Earnings Date: N/A
EVR: 2.2
Avg Daily Volume: 2,446    Market Cap: 2.2M
Sector: Technology    Short Interest: 0.27
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 10
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 6, 2016 BO 2.1 $14.09 @$15.00 $1.20
($14.09)
8.51% -6.74% I 0.42% I $14.15 $0.80
( $14.13 )
-33.33%
Aug. 5, 2015 BO 2.4 $13.79 @$15.00 $1.50
($13.79)
10.87% -13.41% O 1.59% I $14.01 $0.90
( $14.03 )
-39.99%
March 4, 2015 AC 2.4 $12.29 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2014 AC 2.7 $12.71 @$12.50
Aug. 6, 2014 AC 2.8 $11.60 @$12.50
May 6, 2014 AC 2.8 $11.98 @$12.50
March 11, 2014 AC 3.1 $12.32 @$12.50
Aug. 6, 2013 AC 3.1 $8.52 @$10.00
March 12, 2013 AC 2.8 $9.58 @$10.00
Nov. 7, 2012 BO 2.8 $7.70 @$12.50

 
 
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