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Investors Real Estate Trust (IRET) Earnings Straddles

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#1 Market Report Posted 26 June 2014 - 08:00 AM

Market Report

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Stock Symbol ( IRET ) reports earnings after the close on Monday.
Over the past 7 earnings announcements on a close to close basis the stock has traded higher 1 times and lower 6 times.


Stock     Earnings     TOD
IRET 06/30/2014 AMC
  Day Before (close) Day Of (close)  
Symbol Quarters Back Earnings Date Time Of Day Stock Price Day Before (close) Stock Price Day After (close) Stock Change ATM Strike ATM Straddle Value (close) ATM Straddle IV (close) ATM Straddle Value (close) ATM Straddle IV (close) Straddle Value Change
IRET103/12/2014AMC$8.66$8.52$-0.14IRET Mar22 7.5$1.2339.4%$1.1346.32%-8.2%
IRET212/10/2013AMC$8.90$8.64$-0.26IRET Dec21'13 10$1.1552.3%$1.4062.85%21.7%
IRET309/09/2013AMC$8.35$8.18$-0.17IRET Sep21'13 7.5$0.8522.6%$0.7320.46%-14.7%
IRET407/01/2013DMT$8.60$8.47$-0.13IRET Jul20'13 7.5$1.2029.5%$1.0831.41%-10.4%
IRET503/12/2013AMC$9.72$9.71$-0.01IRET Mar16'13 10$0.5354.1%$0.4322.41%-19.0%
IRET612/10/2012AMC$8.64$8.83$0.19IRET Dec22'12 7.5$1.1836.0%$1.3874.14%17.0%
IRET709/10/2012AMC$8.47$8.29$-0.18IRET Sep22'12 7.5$1.0572.1%$0.8852.51%-16.7%

As measured by the midpoint market on a close to close basis, over the past 7 earnings announcements the at-the-money straddle
increased in value 2 times and decreased in value 5 times.

This is a sample sheet available from Livevol Excel Premium.
With Livevol Excel Premium, you can analyze up to two years of prior earnings announcements on stocks.

To sign up please go to http://www.livevol.c...-realtime-excel

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