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

Symbol: BWLD EVR: 3.2 Next Earning Date : N/A
NASDAQ: Buffalo Wild Wings, Inc. Avg Daily Volume: 578,026


 

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ATM Straddle Tracking
Established Date Earnings Date ATM Position Straddle Cost Implied Move Implied Move Low Implied Move High
12 Apr 2013 29 Apr 2013 @$90.00 $8.19 9.1% 9.1% 9.1%
16 Apr 2013 29 Apr 2013 @$95.00 $8.52 8.96% 8.96% 8.96%

 
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
April 29, 2013 AC $95.00 $94.33 $8.04 8.46% $90.30 -4.27% $5.30 -34.07% $89.99 -4.6% $5.65 -29.72%
Oct. 23, 2012 AC $85.00/$80.00 $83.46 $8.50 13.33% $73.83 -11.53% $6.30 -25.88% $74.70 -10.49% $6.55 -22.94%
July 24, 2012 AC $80.00 $78.90 $10.00 13.68% $70.15 -11.08% $10.07 0.75% $70.43 -10.73% $9.45 -5.5%
April 24, 2012 AC $80.00 $78.17 $6.45 9.13% $80.04 2.39% $5.72 -11.24% $85.33 9.15% $7.70 19.38%

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