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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SPDR Select Sector Fund (XLY) - NYSEArca Next Earnings Date: N/A
EVR: 0.1
Avg Daily Volume: 4,511,716    Market Cap: None
Sector: None    Short Interest: None
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Sample Chart


 
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
April 23, 2021 BO 0.0 $175.98 @$176.00 $8.20
($175.98)
4.66% 1.45% I 1.04% I $177.82 $7.76
( $177.82 )
-5.37%

 
 
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