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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Green Mountain Coffee Roasters, Inc. (GMCR) - NASDAQ Next Earnings Date: OS Estimate: Nov. 18, 2015 AC
OS Projected Window: Nov. 10, 2015 to Dec. 3, 2015
EVR: 5.6
Avg Daily Volume: 2,526,070    Market Cap: 8.71B
Sector: Consumer Goods
Live Interactive Chart
Days to Next Earnings: 76 Days
Current 7 Day Implied Movement: 4.14%       Theoretical Expires in 7 days
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Sample Chart

    Most Recent GMCR Strategy Testing:
    mrvolatili    Closed a short Straddle position @$75.00 Expires Aug. 21, 2015    PnL: -$1,759.00
       Aug. 20, 2015, 1:51 p.m.
    Chris    Closed a long Call position @$75.00 Expires July 17, 2015    PnL: -$65.00
       July 17, 2015, 4 p.m.
    apeaksyste    Closed a long Calendar Spread position @$110.00 Expires May 8, 2015    PnL: -$137.00
       May 12, 2015, 12:05 p.m.

 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
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
Aug. 5, 2015 AC $74.98 @$74.50 $8.27
($74.98)
11.02% -30.11% O $52.67 $19.05
( $53.14 )
130.35%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 19, 2014 AC $153.94 @$155.00
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

 
 
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