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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PIMCO US Stocks PLUS Active Bond Exchange (SPLS) - BAT Next Earnings Date: N/A
EVR: 1.6
Avg Daily Volume: 3,666,920    Market Cap: 6.73B
Sector: Services    Short Interest: 3.23
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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 27
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
Aug. 24, 2017 BO 1.8 $10.18 @$10.00 $0.23
($10.18)
2.3% 0.29% I 0.09% I $10.19 $0.23
( $10.19 )
0.0%
May 16, 2017 BO 1.9 $9.32 @$9.50 $0.55
($9.32)
5.9% -5.47% I -3.54% I $8.99 $0.50
( $8.95 )
-9.09%
March 9, 2017 BO 2.0 $8.96 @$9.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 17, 2016 BO 2.0 $8.98 @$9.00
Aug. 17, 2016 BO 2.1 $9.33 @$9.50
May 18, 2016 BO 2.3 $8.27 @$8.50
March 4, 2016 BO 2.3 $9.86 @$10.00
Nov. 18, 2015 BO 2.5 $12.45 @$12.50/$12.00
Aug. 19, 2015 BO 2.9 $14.15 @$14.00
May 20, 2015 BO 3.3 $16.41 @$16.50

 
 
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