Exxon earnings straddles break even since 2010

July 26, 2016

Options Backtesting Results

Historical average return: +$14.34 (backtested over 5.7 years)
Historical success probability: 56.6%

Summary

Selling straddles in advance of Exxon earnings has generally broken even over the past six years. Analysts expect 64 cents EPS.

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