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

Symbol: LLTC EVR: 1.6 Next Earning Date : N/A
NASDAQ: Linear Technology Corporation Avg Daily Volume: 2,659,960


 

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ATM Straddle Tracking
Established Date Earnings Date ATM Position Straddle Cost Implied Move Implied Move Low Implied Move High
17 Sep 2012 16 Oct 2012 @$34.00/$33.00 $2.00 5.97% 4.78% 7.01%
19 Sep 2012 16 Oct 2012 @$33.00 $1.90 5.78% 4.7% 6.21%
24 Sep 2012 16 Oct 2012 @$33.00/$32.00 $2.17 5.69% 4.62% 5.85%
26 Sep 2012 16 Oct 2012 @$32.00/$31.00 $1.89 5.87% 4.76% 7.62%
27 Sep 2012 16 Oct 2012 @$32.00 $1.75 5.65% 4.37% 6.56%

 
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
Oct. 16, 2012 AC $33.00/$32.00 $32.56 $0.95 4.46% $31.69 -2.67% $0.20 -78.95% $32.22 -1.04% $0.15 -84.21%
July 24, 2012 AC $30.00 $30.12 $2.04 7.2% $30.20 0.26% $1.65 -19.12% $31.12 3.32% $2.00 -1.96%
April 17, 2012 AC $33.00 $33.15 $1.40 4.83% $32.85 -0.9% $0.72 -48.21% $33.04 -0.3% $0.57 -58.93%
Jan. 17, 2012 AC $30.00 $29.87 $1.35 5.06% $32.24 7.93% $2.27 68.52% $33.32 11.55% $3.33 146.3%

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