OPTIONS: Straddle Prices for Companies Reporting Financial Results this Week
04/01/2015 7:01:17AM | Midnight Trader
07:01 AM EDT, 04/01/2015 (MT Newswires) -- Straddle prices for companies reporting financial results this week:
Monsanto Company (MON) April 112 straddle priced for 2.9% movement.
Sigma Designs (SIGM) April 7 straddle priced for 12% movement.
Carmax (KMX) April 70 straddle priced for 8% movement.
Micron (MU) April weekly 26.5 straddle priced for 6.5% movement.
A straddle entails buying a call and put of the same strike that allows the holder to profit based on how much the price of the underlying security moves, regardless of the direction of price movement.
Price: 112.54, Change: , Percent Change: