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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Erie Indemnity Company (ERIE) - NASDAQ Next Earnings Date: Estimated on April 24, 2025
OS Projected Window: April 28, 2025 to May 3, 2025
EVR: 2.0
Avg Daily Volume: 139,794    Market Cap: 20.6B
Sector: Financial    Short Interest: 2.97
Live Interactive Chart
Days to Next Earnings: 23 Days
Implied Move Monthly: 9.21%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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
April 24, 2025 AC None $0.00 @$410.00 $37.85
($411.00)
9.21% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 27, 2025 AC 1.8 $404.98 @$400.00 $31.40
($404.98)
7.85% 7.55% I 5.7% I $428.07 $35.58
( $428.07 )
13.31%
April 25, 2024 AC 1.9 $380.26 @$380.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 26, 2024 AC 1.6 $354.38 @$350.00
Oct. 26, 2023 AC 1.5 $291.79 @$290.00
July 27, 2023 AC 1.3 $208.54 @$210.00
April 27, 2023 AC 1.4 $220.75 @$220.00
March 1, 2023 AC 1.4 $234.34 @$230.00
Oct. 28, 2022 AC 1.6 $249.31 @$250.00
July 28, 2022 AC 1.7 $195.19 @$195.00

 
 
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