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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Principal Investment Grade Corporate Active ETF (IG) - NYSEArca Next Earnings Date: N/A
EVR: 5.9
Avg Daily Volume: 30,236    Market Cap: 41.1M
Sector: Healthcare    Short Interest: 0.19
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 5
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
Oct. 22, 2015 AC 4.7 $6.27 @$5.00 $1.57
($6.27)
25.03% 35.4% O 22.48% I $7.68 $2.35
( $7.65 )
49.68%
July 23, 2015 AC 3.8 $6.78 @$7.50 $1.25
($6.78)
18.43% 25.36% O 19.02% O $8.07 $0.90
( $8.13 )
-28.0%
April 28, 2015 AC 2.5 $7.95 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 2, 2015 AC 2.3 $11.45 @$12.50
Oct. 23, 2014 AC 1.8 $9.40 @$10.00

 
 
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