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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Green Mountain Coffee Roasters, Inc. (GMCR) - NASDAQ Next Earnings Date: Estimated on Aug. 4, 2015
OS Projected Window: July 27, 2015 to Aug. 7, 2015
EVR: 5.5
Avg Daily Volume: 2,239,710    Market Cap: 11.80B
Sector: Consumer Goods
Live Interactive Chart
Days to Next Earnings: 34 Days
Current 7 Day Implied Movement: 3.09%       Theoretical Expires in 7 days
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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 29
Earnings Date IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Close Price Straddle @Trade Price Return
May 6, 2015 AC $108.08 @$109.00 $11.57
($108.97)
10.62% -12.08% O $98.16 $10.85
( $98.30 )
-6.22%
Feb. 4, 2015 AC $121.20 @$123.00 $13.62
($122.17)
11.14% -10.01% I $115.30 $9.00
( $115.26 )
-33.92%
Nov. 19, 2014 AC $153.94 @$155.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2014 AC $118.13 @$119.00
May 7, 2014 AC $92.21 @$92.50
Feb. 5, 2014 AC $80.88 @$82.50
Nov. 20, 2013 AC $61.83 @$62.50
Aug. 7, 2013 AC $79.26 @$80.00
May 8, 2013 AC $59.48 @$60.00
Feb. 6, 2013 AC $48.94 @$49.00/$48.00

 
 
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