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Earnings Tracking: Monthly Straddle/Strangle History
Get Straddle History:

Symbol: GMCR EVR: 7.6 Next Earnings Date : N/A
NASDAQ: Green Mountain Coffee Roasters, Inc.     Live Interactive Chart Avg Daily Volume: 2,051,360

 
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    Most Recent GMCR Strategy Testing:
    zhrynkiw@u    Closed a long Straddle position @$134.00 Expires Aug. 29, 2014    PnL: -$368.00
       Aug. 29, 2014, 4 p.m.
    Thomas Bop    Opened a short Put position @$105.00 Expires Sept. 20, 2014   
       Aug. 11, 2014, 2:02 p.m.
    Chiu Kiang    Closed a long Straddle position @$119.00 Expires Aug. 8, 2014    PnL: -$5,500.01
       Aug. 8, 2014, 4 p.m.

 

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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%
24 Jul 2014 06 Aug 2014 @$121.00 $14.17 11.71% 11.71% 11.71%
01 Aug 2014 06 Aug 2014 @$119.00 $12.32 10.35% 10.35% 10.35%
05 Aug 2014 06 Aug 2014 @$118.00 $11.55 9.78% 9.78% 9.78%

 
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 $119.00 $118.13 $11.34 9.53% $118.21 0.06% $118.92 $5.17 -54.4% $116.50 -1.47% $5.06 -55.37%
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.

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