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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Employers Holdings Inc (EIG) - NYSE Next Earnings Date: Estimated on May 1, 2025
OS Projected Window: May 19, 2025 to May 24, 2025
EVR: 2.3
Avg Daily Volume: 178,380    Market Cap: 1.2B
Sector: Financial    Short Interest: 1.49
Live Interactive Chart
Days to Next Earnings: 30 Days
Implied Move Monthly: 4.97%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
Earnings Date Pre-ER EVR 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 Closing Move I/O Close Price Straddle @Trade Price Return
May 1, 2025 AC None $0.00 @$50.00 $2.55
($51.31)
4.97% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 20, 2025 AC 2.5 $48.81 @$50.00 $2.75
($48.81)
5.5% 2.39% I 0.28% I $48.95 $2.50
( $48.95 )
-9.09%
April 25, 2024 AC 2.4 $43.51 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 15, 2024 AC 2.2 $43.32 @$45.00
Oct. 25, 2023 AC 2.3 $39.43 @$40.00
July 26, 2023 AC 2.3 $37.71 @$40.00
April 27, 2023 AC 2.2 $42.12 @$40.00
Feb. 16, 2023 AC 2.3 $43.02 @$45.00
July 28, 2022 AC 2.4 $40.65 @$40.00
April 27, 2022 AC 2.5 $41.80 @$40.00

 
 
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