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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ProAssurance Corporation (PRA) - NYSE Next Earnings Date: OS Estimate: Jan. 7, 2025 AC
OS Projected Window: Jan. 6, 2025 to Jan. 11, 2025
EVR: 4.6
Avg Daily Volume: 237,575    Market Cap: 748.35M
Sector: Financial    Short Interest: 1.63
Live Interactive Chart
Days to Next Earnings: 46 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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. 7, 2024 AC 4.9 $16.31 @$17.50 $2.30
($16.31)
13.14% 9.07% I 4.16% I $16.99 $2.35
( $16.99 )
2.17%
May 6, 2024 AC 4.5 $13.82 @$15.00 $1.75
($13.82)
11.67% 14.97% O 9.69% I $15.16 $0.65
( $15.16 )
-62.86%
Feb. 27, 2024 AC 4.6 $13.05 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 8, 2023 AC 4.0 $17.67 @$17.50
Aug. 8, 2023 AC 3.8 $16.89 @$17.50
May 9, 2023 AC 3.3 $18.85 @$20.00
Feb. 27, 2023 AC 3.3 $19.00 @$20.00
Nov. 8, 2022 AC 3.1 $22.41 @$22.50
Aug. 8, 2022 AC 3.0 $21.96 @$22.50
May 9, 2022 AC 2.7 $24.36 @$25.00

 
 
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