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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
KraneShares Trust KraneShares Dynamic Emerging Markets Strategy ETF (KEM) - NYSEArca Next Earnings Date: N/A
EVR: 4.3
Avg Daily Volume: 713    Market Cap: 1.59B
Sector: Technology    Short Interest: None
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 28
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 14, 2020 BO 4.8 $27.03 @$27.00 $0.15
($27.03)
0.56% 0.25% I 0.07% I $27.05 $0.10
( $27.05 )
-33.33%
Feb. 6, 2020 BO 5.5 $26.23 @$26.00 $0.55
($26.23)
2.12% 0.34% I 0.19% I $26.28 $0.50
( $26.28 )
-9.09%
Nov. 12, 2019 BO 5.4 $23.02 @$23.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2019 BO 5.3 $20.12 @$20.00
May 16, 2019 BO 5.1 $16.58 @$17.00
Jan. 31, 2019 BO 5.2 $21.18 @$21.00
Oct. 30, 2018 BO 5.0 $17.75 @$18.00
July 25, 2018 BO 5.3 $28.01 @$28.00
May 17, 2018 BO 5.3 $21.18 @$21.00
Feb. 1, 2018 BO 5.3 $20.36 @$20.00

 
 
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