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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) - NYSEArca Next Earnings Date: N/A
EVR: 4.7
Avg Daily Volume: 1,111,201    Market Cap: None
Sector: None    Short Interest: None
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 1
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
March 21, 2013 BO 4.7 $4.32 @$5.00 $1.27
($4.61)
27.54% -6.71% I -6.25% I $4.05 $1.10
( $4.07 )
-13.38%

 
 
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