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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Progressive Corporation (PGR) - NYSE Next Earnings Date: Estimated on April 16, 2025
OS Projected Window: April 21, 2025 to April 26, 2025
EVR: 2.0
Avg Daily Volume: 3,468,119    Market Cap: 164.0B
Sector: Financial    Short Interest: 1.09
Live Interactive Chart
Days to Next Earnings: 15 Days
Implied Move Weekly: 4.94%       Expires on: April 17, 2025
Implied Move Monthly: 7.30%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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 16, 2025 BO None $0.00 @$285.00 $20.75
($284.29)
7.3% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 29, 2025 BO 2.1 $245.05 @$245.00 $14.60
($245.05)
5.96% -2.98% I 0.55% I $246.40 $12.55
( $246.40 )
-14.04%
Oct. 15, 2024 BO 2.2 $251.88 @$250.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 12, 2024 BO 2.2 $202.26 @$200.00
Jan. 24, 2024 BO 2.2 $170.32 @$170.00
Oct. 13, 2023 BO 2.0 $143.30 @$145.00
July 13, 2023 BO 1.5 $132.11 @$130.00
April 13, 2023 BO 1.4 $148.15 @$150.00
Jan. 25, 2023 BO 1.3 $129.19 @$130.00
Oct. 13, 2022 BO 1.0 $121.40 @$120.00

 
 
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