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

Symbol: GMCR EVR: 8.9 Next Earnings Date : May 7, 2014 After Market Close
NASDAQ: Green Mountain Coffee Roasters, Inc.     Live Interactive Chart Avg Daily Volume: 4,290,170

 
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ATM Straddle Tracking
Established Date Earnings Date ATM Position Straddle Cost Implied Move Implied Move Low Implied Move High
08 Apr 2014 07 May 2014 @$105.00 $16.67 15.88% 15.88% 15.88%
10 Apr 2014 07 May 2014 @$100.00 $15.65 15.65% 15.65% 15.65%
14 Apr 2014 07 May 2014 @$97.50 $14.80 15.17% 15.17% 15.17%
15 Apr 2014 07 May 2014 @$95.00 $14.47 15.23% 15.23% 15.23%

 
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
May 7, 2014 AC $100.00 $0.00 $14.20 14.19% $0.00 -None% $0.00* $0.00 None% $0.00* -None% $0.00 None%
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%
Aug. 7, 2013 AC $80.00 $79.26 $11.37 14.21% $73.50 -7.26% $73.28 $7.37 -35.18% $75.90 -3.5% $5.14 -54.79%
* 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.

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