PCL Straddle Options Play History on Earnings Date

One Day Post Earnings Implied vs Actual Move

I=Inside Move: Underlying Stock moved less than the pre-Earnings release Implied Move.

O=Outside Move: Underlying Stock moved more than the pre-Earnings release Implied Move.

By default we display 10 most recent earnings and calculate mean and median of past 10 earnings.

Insider members can adjust the following settings across all sites:

At OptionSlam.com we make a concerted effort to provide the most accurate Earnings Calendar available by cross checking various sources including newswire feeds, brokerages, exchanges and individual corporate investor relations websites.

Despite our diligent efforts, OptionSlam.com cannot guarantee the accuracy of any earnings date. A wide variety of events can alter scheduled Earnings Release dates.

Because estimated dates come from a variety of sources it is possible for an estimated date to be outside the OptionSlam projected window.

It is up to each trader to verify any data found on our web site and assume all risks associated with using said data.

PGIM Corporate Bond 10+ Year ETF (PCL) - BAT

Next Earnings Date: N/A

EVR:	1.2
	Avg Daily Volume: 71 Market Cap: 6.37B Sector: Industrial Goods Short Interest: 1.34
	Live Interactive Chart

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

Feb. 3, 2016 AC

1.3

$40.53

@$41.00/$40.00

$1.73
($40.53)

5.5%

2.54%

1.01%

$40.94

$1.19
( $40.93 )

-31.21%

Oct. 26, 2015 AC

1.3

$40.79

@$41.00

$1.68
($40.79)

4.11%

-2.1%

-1.02%

$40.36

$1.49
( $40.12 )

-11.3%

July 27, 2015 AC

1.4

$40.22

@$40.00

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April 27, 2015 AC

1.5

$42.35

@$43.00/$42.00

Jan. 26, 2015 AC

1.5

$44.89

@$45.00

Oct. 27, 2014 AC

1.4

$41.35

@$41.00

July 28, 2014 AC

1.4

$43.91

@$44.00

April 28, 2014 AC

1.5

$43.05

@$43.00

Jan. 27, 2014 AC

1.5

$43.61

@$43.00

Oct. 28, 2013 AC

1.3

$49.63

@$50.00/$49.00



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