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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Employers Holdings Inc (EIG) - NYSE Next Earnings Date: OS Estimate: Aug. 7, 2024 AC
OS Projected Window: Aug. 5, 2024 to Aug. 10, 2024
EVR: 2.5
Avg Daily Volume: 132,678    Market Cap: 1.12B
Sector: Financial    Short Interest: 1.7
Live Interactive Chart
Days to Next Earnings: 80 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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 25, 2024 AC 2.4 $43.51 @$45.00 $2.55
($43.51)
5.67% -11.12% O 1.14% I $44.01 $2.85
( $44.01 )
11.76%
Feb. 15, 2024 AC 2.2 $43.32 @$45.00 $3.32
($43.32)
7.38% 7.98% O 3.92% I $45.02 $4.45
( $45.02 )
34.04%
Oct. 25, 2023 AC 2.3 $39.43 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2023 AC 2.3 $37.71 @$40.00
April 27, 2023 AC 2.2 $42.12 @$40.00
Feb. 16, 2023 AC 2.3 $43.02 @$45.00
July 28, 2022 AC 2.4 $40.65 @$40.00
April 27, 2022 AC 2.5 $41.80 @$40.00
Feb. 16, 2022 AC 2.5 $39.13 @$40.00
Oct. 28, 2021 AC 2.3 $39.44 @$40.00

 
 
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