Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Hanover Insurance Group Inc (THG) - NYSE Next Earnings Date: Estimate: Jan. 29, 2025 AC
EVR: 1.5
Avg Daily Volume: 179,376    Market Cap: 4.66B
Sector: Financial    Short Interest: 1.57
Live Interactive Chart
Days to Next Earnings: 68 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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
May 1, 2024 AC 1.5 $131.15 @$130.00 $4.00
($131.15)
3.08% 4.14% O -0.35% I $130.68 $2.50
( $130.68 )
-37.5%
Jan. 31, 2024 AC 1.5 $132.01 @$130.00 $4.00
($132.01)
3.08% 3.52% O -0.46% I $131.39 $3.17
( $131.39 )
-20.75%
Nov. 1, 2023 AC 1.4 $119.52 @$120.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 AC 1.4 $113.66 @$115.00
May 2, 2023 AC 1.4 $116.84 @$115.00
Feb. 1, 2023 AC 1.3 $132.81 @$135.00
Aug. 2, 2022 AC 1.2 $131.70 @$130.00
May 3, 2022 AC 1.1 $147.37 @$145.00
Feb. 2, 2022 AC 1.0 $134.59 @$135.00
Oct. 27, 2021 AC 1.0 $128.88 @$130.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US