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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Erie Indemnity Company (ERIE) - NASDAQ Next Earnings Date: N/A
EVR: 1.8
Avg Daily Volume: 154,761    Market Cap: 22.09B
Sector: Financial    Short Interest: 2.74
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 32
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 25, 2024 AC 1.9 $380.26 @$380.00 $23.50
($380.26)
6.18% -2.35% I 0.38% I $381.74 $16.10
( $381.74 )
-31.49%
Feb. 26, 2024 AC 1.6 $354.38 @$350.00 $19.50
($354.38)
5.57% 10.21% O 9.86% O $389.34 $40.75
( $389.34 )
108.97%
Oct. 26, 2023 AC 1.5 $291.79 @$290.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 28, 2022 AC 1.7 $168.62 @$170.00
Feb. 24, 2022 AC 1.8 $180.91 @$180.00

 
 
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