This tracking is based on open long straddle positions before the earnings news and close them after the earnings. For short side of the play, visit here.
Important: Optionslam.com only started to track this report since November 2006.
Price Before Earning: Asking Price is used at Market Close.
Price at Open: Bidding Price is used between 10am-10:30am after Earnings news.
Price at Close: Bidding Price is used between 3:00pm-3:30pm after Earnings news.
