Optionslam.com

   

    Log In | Join US    
Earnings Tracking: Monthly Straddle/Strangle History
Get Straddle History:

Symbol: GMCR EVR: 8.8 Next Earnings Date : Aug. 6, 2014 After Market Close
NASDAQ: Green Mountain Coffee Roasters, Inc.     Live Interactive Chart Avg Daily Volume: 2,441,420

 
    Help Topics:
  • Read here for details about how straddle data is collected
  • Read here to find out column heading descriptions
    Most Recent GMCR Strategy Testing:
    No Trading History From Members

 

Warning: Please login to your account first. Please click here to join.

ATM Straddle Tracking
Established Date Earnings Date ATM Position Straddle Cost Implied Move Implied Move Low Implied Move High
07 Jul 2014 06 Aug 2014 @$130.00 $18.32 14.09% 14.09% 14.09%
08 Jul 2014 06 Aug 2014 @$125.00 $17.52 14.02% 14.02% 14.02%
08 Jul 2014 06 Aug 2014 @$125.00/$120.00 $17.07 13.93% 13.93% 13.93%
15 Jul 2014 06 Aug 2014 @$120.00 $15.55 12.95% 12.95% 12.95%
22 Jul 2014 06 Aug 2014 @$123.00 $14.87 12.09% 12.09% 12.09%
22 Jul 2014 06 Aug 2014 @$122.00 $14.67 12.02% 12.02% 12.02%

 
Long Straddle/Strangle Performance
Earnings Date Position Pre-Earnings At Market Open** At Market Close
Price Straddle Cost Implied Move Open Price Gap % Trade Price Straddle Cost Return Price Final Move Straddle Cost Return
Aug. 6, 2014 AC $122.00 $0.00 $14.67 12.02% $0.00 -None% $0.00* $0.00 None% $0.00* -None% $0.00 None%
May 7, 2014 AC $92.50 $92.21 $10.29 11.12% $97.88 6.15% $101.50 $9.79 -4.85% $103.17 12.99% $10.92 6.12%
Feb. 5, 2014 AC $82.50 $80.88 $10.62 12.87% $110.00 36.0% $110.00* $0.00 None% $102.93 26.23% $20.49 92.93%
Nov. 20, 2013 AC $62.50 $61.83 $9.89 15.83% $66.84 8.1% $71.24 $10.13 2.42% $70.70 14.13% $9.94 0.5%
* Stock Price at Market Open/Close, not at the time when options price is captured.
** Straddle Cost is captured 30 minutes to 1 hour after market open.

Warning: You need to be an Insider Member to View all historical statistics. Please click here to subscribe.

 
 
[hide] [show]
Strategy Test
  • Main
  • Statistics
     
    My Account
  • Log In
  • Join US