News Headline Summary

Ahead of their earnings report, Mondelez (MDLZ) front month ATM straddle is trading at USD 1.56 and implied vol at 36.86%

Update details:

- Last quarter, implied vol for the front month straddle rose from 37.77% to 40.11% and the ATM straddle was bought from USD 1.63 to USD 1.69.

- When looking at the price action over the past 7 quarters, the ATM straddle was bought 4 times ahead of all reports.

Print 17:38, 07 Aug 2013 - US Equities - Source: RANsquawk