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Straddle History: Straddle/Strangle on Earnings
Get Straddle History:

Symbol: BBY EVR: 3.2 Next Earning Date : N/A
NYSE: Best Buy Co., Inc. Avg Daily Volume: 9,483,630


 

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ATM Straddle Tracking
Established Date Earnings Date ATM Position Straddle Cost Implied Move Implied Move Low Implied Move High
22 Apr 2013 21 May 2013 @$24.00 $4.14 17.27% 17.27% 17.27%
23 Apr 2013 21 May 2013 @$25.00 $4.40 17.6% 17.6% 17.6%
30 Apr 2013 21 May 2013 @$27.00 $4.51 16.74% 16.74% 16.74%
30 Apr 2013 21 May 2013 @$26.00 $4.39 16.9% 16.9% 16.9%
20 May 2013 21 May 2013 @$28.00 $3.95 14.12% 14.12% 14.12%

 
Long Straddle/Strangle Performance
Earnings Date Position Pre-Earnings At Market Open At Market Close
Price Straddle Cost Implied Move Price Gap % Straddle Cost Return Price Final Move Straddle Cost Return
May 21, 2013 BO $27.00 $26.81 $3.68 13.62% $26.09 -2.68% $2.90 -21.19% $25.64 -4.36% $2.85 -22.55%
March 1, 2013 BO $17.00 $16.41 $2.17 12.76% $17.38 5.91% $1.34 -38.24% $17.16 4.57% $1.08 -50.23%
Nov. 20, 2012 BO $14.00/$13.00 $13.75 $2.57 22.74% $12.82 -6.76% $0.00 None% $11.96 -13.01% $0.00 None%
May 22, 2012 BO $18.00 $18.17 $3.05 17.94% $18.80 3.46% $1.72 -43.61% $18.46 1.59% $1.67 -45.25%

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