Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
The Alger ETF Trust Alger Russell Innovation ETF (INVN) - NYSEArca Next Earnings Date: N/A
EVR: 3.8
Avg Daily Volume: 2,842    Market Cap: N/A
Sector: Technology    Short Interest: 12.83
Live Interactive Chart

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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
July 28, 2016 AC 5.0 $6.96 @$7.00 $0.92
($6.96)
13.29% 4.02% I -2.58% I $6.78 $0.50
( $6.82 )
-45.65%
May 9, 2016 AC 4.8 $7.09 @$7.00 $0.87
($7.09)
12.34% -20.45% O -12.27% I $6.22 $0.70
( $6.17 )
-19.54%
Jan. 27, 2016 AC 5.1 $7.82 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 28, 2015 AC 4.8 $10.65 @$10.50
Aug. 4, 2015 AC 5.0 $12.86 @$13.00
May 4, 2015 AC 5.4 $15.53 @$15.50
Jan. 29, 2015 AC 5.7 $15.81 @$16.00
Oct. 28, 2014 AC 5.5 $21.48 @$21.50
July 29, 2014 AC 6.2 $23.71 @$24.00/$23.50
May 1, 2014 AC 6.4 $20.59 @$21.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US