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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Progressive Corporation (PGR) - NYSE Next Earnings Date: OS Estimate: Jan. 23, 2025 BO
OS Projected Window: Jan. 20, 2025 to Jan. 25, 2025
EVR: 2.1
Avg Daily Volume: 2,177,082    Market Cap: 120.00B
Sector: Financial    Short Interest: 0.72
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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
Oct. 15, 2024 BO 2.2 $251.88 @$250.00 $16.70
($251.88)
6.68% 1.4% I -0.11% I $251.60 $14.50
( $251.60 )
-13.17%
April 12, 2024 BO 2.2 $202.26 @$200.00 $10.60
($202.26)
5.3% 3.57% I 0.81% I $203.90 $6.92
( $203.90 )
-34.72%
Jan. 24, 2024 BO 2.2 $170.32 @$170.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 15, 2022 BO 1.0 $112.33 @$110.00
May 3, 2022 BO 1.1 $110.33 @$110.00

 
 
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