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Current Straddle Positions For Earnings

  • Straddle Cost: Optionslam.com only uses delayed Options quotes and do not guarantee the accuracy of the quotations. Options middle price between asking and bid is used to calculate the straddle cost.

  • Break Even Requirement: The break even movement requirements are calculated based on the closing price of the previous trading day. It is not calculated real time.

  • Performance vs Past Earnings: This is calculated based on the difference between break even movements and past earnings performance.

  • Outperform Rating: One star will be rewarded if any past one-day earnings movement outperformed the break even requirement.


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Symbol Closing Price Avg Volume Earning Date Straddle Plan Cost Break Even Requirement Movement Percentage Performance vs Past 10 earnings Outperform Rating Volatility Rating
CLC $34.35
200,660
Mar 17, 2010 AC Straddle @ $35 $1.9 $2.54 7.39% +29.5% 7/10 3/10
GS $171.94
13,354,242
Apr 12, 2010 AC Strangle @ $175/$170 $10.3 $13.36 7.77% +2.72% 4/10 3/10
ATU $19.74
476,817
Mar 17, 2010 BO Straddle @ $20 $1.45 $1.71 8.66% +10.52% 4/10 3/10
HIBB $24.6
198,080
Mar 12, 2010 BO Straddle @ $25 $1.8 $2.19 8.9% +25.28% 7/10 3/10
WSM $24.2325
2,279,807
Mar 15, 2010 AC Strangle @ $25/$22.5 $0.5 $2.23 9.19% +21.48% 5/10 3/10
AIR $25.44
262,524
Mar 16, 2010 AC Straddle @ $25 $2 $2.44 9.59% +23.81% 6/10 4/10
BAC $17.1899
222,230,242
Apr 16, 2010 AC Straddle @ $17 $1.52 $1.7 9.88% +10.28% 4/10 4/10
SMTS $17.84
68,000
Mar 17, 2010 BO Straddle @ $17.5 $1.45 $1.78 9.97% +31.19% 5/10 3/10
STRL $20.9
91,378
Mar 15, 2010 BO Strangle @ $22.5/$20 $0.5 $2.1 10.03% +21.74% 5/10 5/10
ISRG $358.305
554,559
Apr 15, 2010 AC Straddle @ $360 $34.79 $36.49 10.18% +66.03% 8/10 6/10
ZUMZ $19.9538
309,382
Mar 11, 2010 AC Straddle @ $20 $2 $2.04 10.22% +44.36% 8/10 6/10
SIG $29.95
403,259
Mar 25, 2010 BO Straddle @ $30 $3.05 $3.09 10.31% +0.28% 4/10 3/10
SPWRA $21.01
2,375,868
Mar 18, 2010 AC Straddle @ $21 $2.2 $2.21 10.51% +46.36% 6/10 6/10
CTRN $29.41
127,639
Mar 12, 2010 BO Straddle @ $30 $2.54 $3.13 10.64% +80.2% 7/10 5/10
SNX $30
253,411
Mar 25, 2010 AC Straddle @ $30 $3.25 $3.25 10.83% +16.01% 5/10 3/10
RHT $29.81
2,078,061
Mar 24, 2010 AC Straddle @ $30 $3.15 $3.34 11.2% -2.43% 4/10 3/10
KIRK $18.62
214,707
Mar 12, 2010 BO Strangle @ $20/$17.5 $0.75 $2.12 11.38% +55.18% 7/10 7/10
RIMM $75.01
13,756,107
Mar 31, 2010 AC Straddle @ $75 $8.6 $8.61 11.47% +35.3% 8/10 5/10
ESC $20.94
80,392
Mar 15, 2010 AC Strangle @ $22.5/$20 $0.85 $2.41 11.5% +10.79% 6/10 5/10
PVH $46.23
605,950
Mar 22, 2010 AC Straddle @ $45 $4.15 $5.37 11.61% -25.78% 3/10 3/10
APOL $63.28
3,505,866
Mar 29, 2010 BO Strangle @ $65/$60 $4.5 $7.78 12.29% +51.45% 7/10 6/10
DSW $29.11
340,107
Mar 16, 2010 BO Straddle @ $30 $2.7 $3.59 12.33% +3.74% 4/10 3/10
MDRX $19.535
1,312,790
Apr 09, 2010 AC Straddle @ $20 $1.95 $2.41 12.33% +17.93% 5/10 4/10
AIRM $27.64
95,665
Mar 11, 2010 AC Strangle @ $30/$25 $0.8 $3.44 12.44% +1.11% 5/10 4/10
HITK $25.5
299,165
Mar 11, 2010 BO Straddle @ $25 $2.75 $3.25 12.74% +53.98% 6/10 5/10
TPX $30.61
1,493,442
Apr 12, 2010 AC Straddle @ $30 $3.3 $3.91 12.77% +44.99% 5/10 5/10
GCI $16.085
6,145,588
Apr 12, 2010 AC Straddle @ $16 $2.1 $2.18 13.55% -10.68% 4/10 4/10
LUFK $74.32
148,040
Apr 12, 2010 AC Straddle @ $75 $9.39 $10.08 13.56% -22.79% 4/10 3/10
JBL $17.2099
3,699,628
Mar 23, 2010 AC Straddle @ $17.5 $2.04 $2.34 13.59% +14.06% 5/10 5/10
LNN $42.28
196,173
Apr 05, 2010 AC Strangle @ $45/$40 $3.05 $5.76 13.62% +22.56% 6/10 5/10
UFPI $39.01
126,366
Apr 14, 2010 AC Straddle @ $40 $4.4 $5.39 13.81% -2.31% 4/10 4/10
PBY $10.05
299,033
Apr 05, 2010 AC Straddle @ $10 $1.35 $1.4 13.93% +3.71% 4/10 4/10
PLCM $28.51
1,439,438
Apr 12, 2010 AC Straddle @ $30 $2.85 $4.34 15.22% -25.6% 2/10 4/10
WGO $14.44
387,790
Mar 18, 2010 AC Straddle @ $15 $1.65 $2.2 15.23% +19.53% 5/10 7/10
KHD $13.88
335,754
Mar 22, 2010 AC Strangle @ $15/$12.5 $0.75 $2.13 15.34% -9.47% 3/10 4/10
RVBD $28.78
1,550,738
Apr 16, 2010 AC Straddle @ $30 $3.35 $4.57 15.87% +5.07% 5/10 6/10