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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
iShares U.S. Power Infrastructure ETF (POWR) - NYSEArca Next Earnings Date: N/A
EVR: 4.7
Avg Daily Volume: 29,716    Market Cap: N/A
Sector: Services    Short Interest: 2.97
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 9
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
Nov. 4, 2015 AC 5.1 $12.85 @$12.50 $1.65
($12.85)
12.84% 10.89% I 10.58% I $14.21 $1.50
( $14.11 )
-9.09%
Aug. 5, 2015 AC 6.1 $14.87 @$15.00 $1.67
($14.87)
11.26% 5.11% I 3.22% I $15.35 $1.15
( $15.42 )
-31.13%
May 6, 2015 BO 6.2 $13.14 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 4, 2015 AC 5.9 $10.95 @$10.00
Nov. 5, 2014 AC 6.5 $10.52 @$10.00
Aug. 6, 2014 BO 6.7 $9.80 @$10.00
May 7, 2014 AC 4.6 $18.60 @$20.00
March 10, 2014 AC 4.5 $23.10 @$22.50
Nov. 6, 2013 BO 4.6 $18.52 @$17.50

 
 
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