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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Northern Trust Intermediate Tax (TAXI) - NASDAQ Next Earnings Date: N/A
EVR: 2.2
Avg Daily Volume: 18,490    Market Cap: 1.2B
Sector: Financial    Short Interest: 3.85
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 6
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. 17, 2016 BO 1.2 $6.40 @$7.50 $1.00
($6.57)
15.22% 30.93% O 12.03% I $7.17 $0.15
( $7.41 )
-85.0%
Aug. 3, 2015 BO 1.0 $7.88 @$7.50 $0.75
($7.88)
9.51% -3.55% I -1.01% I $7.80 $0.50
( $7.84 )
-33.33%
Feb. 17, 2015 BO 0.7 $9.92 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 5, 2014 AC 0.9 $13.63 @$15.00
Aug. 3, 2011 BO 1.5 $7.66 @$10.00
Nov. 3, 2008 AC 1.4 $8.40 @$10.00/$7.50

 
 
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