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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Heritage Insurance Holdings (HRTG) - NYSE Next Earnings Date: OS Estimate: March 5, 2025 AC
OS Projected Window: March 3, 2025 to March 8, 2025
EVR: 6.7
Avg Daily Volume: 415,194    Market Cap: 207.72M
Sector: Financial    Short Interest: 4.23
Live Interactive Chart
Days to Next Earnings: 103 Days

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Sample Chart


 
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
Nov. 6, 2024 AC 7.1 $11.29 @$12.50 $1.62
($11.29)
12.96% 9.3% I 2.74% I $11.60 $1.27
( $11.60 )
-21.6%
March 11, 2024 AC 6.3 $7.15 @$7.50 $1.42
($7.15)
18.93% 27.55% O 25.17% O $8.95 $4.20
( $8.95 )
195.77%
Nov. 2, 2023 AC 6.4 $6.28 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 8, 2023 AC 5.9 $4.42 @$5.00
May 4, 2023 AC 5.6 $3.28 @$2.50
March 2, 2023 AC 4.6 $2.72 @$2.50
Nov. 8, 2022 AC 4.3 $1.64 @$2.50
Aug. 4, 2022 AC 2.7 $2.43 @$2.50
May 5, 2022 AC 2.6 $3.96 @$5.00
March 7, 2022 AC 2.3 $5.59 @$5.00

 
 
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